Jump bond markets some steps towards general models in applications to hedging and utility problems

von Kohlmann, Michael
Veröffentlicht in Stochastic analysis, stochastic systems, and applications to finance (2011)

The compatible bond-stock market with jumps

von Xiong, Dewen
Veröffentlicht in International journal of theoretical and applied finance (2011)

Mean variance hedging in a general jump market

von Xiong, Dewen
Veröffentlicht in International journal of theoretical and applied finance (2010)

Alpha-robust mean-variance reinsurance-investment strategy

von Li, Bin
Veröffentlicht in Journal of economic dynamics & control (2016)

Mean variance hedging in a general jump model

von Kohlmann, Michael
Veröffentlicht in Applied mathematical finance (2010)

Dynamic CRRA-utility indifference value in generalized Cox process model

von Tian, Kun
Veröffentlicht in Journal of financial engineering (2014)

The study of dynamics for credit default risk by backward stochastic differential equation method

von Tian, Kun
Veröffentlicht in International journal of financial engineering (2018)