검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Local Risk-Minimization for Defaultable Claims with Recovery Process Biagini F, Cretarola A Applied Mathematics and Optimization, 65(3), 293, 2012 |
| 2 |
RISK MINIMIZING OPTION PRICING IN A SEMI-MARKOV MODULATED MARKET Ghosh MK, Goswami A SIAM Journal on Control and Optimization, 48(3), 1519, 2009 |
| 3 |
Quadratic hedging methods for defaultable claims Biagini F, Cretarola A Applied Mathematics and Optimization, 56(3), 425, 2007 |