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Journal Articles Stochastic Analysis and Applications Year : 2015

Mean-variance hedging under multiple defaults risk

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hal-02879243 , version 1 (23-06-2020)

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  • HAL Id : hal-02879243 , version 1

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Sebastien Choukroun, Stéphane Goutte, Armand Ngoupeyou. Mean-variance hedging under multiple defaults risk. Stochastic Analysis and Applications, 2015, 33 (5), pp.757-791. ⟨hal-02879243⟩
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