Journal Articles
Stochastic Analysis and Applications
Year : 2015
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https://hal-univ-paris8.archives-ouvertes.fr/hal-02879243
Submitted on : Tuesday, June 23, 2020-4:14:05 PM
Last modification on : Friday, March 24, 2023-2:53:18 PM
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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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