Mean-Variance Hedging When There Are Jumps
Work
Year: 2005
Type: article
Author Andrew E. B. Lim
Institution University of California, Berkeley
Cites: 32
Cited by: 81
Related to: 10
FWCI: 2.574
Citation percentile (by year/subfield): 96.49
Subfield: Finance
Domain: Social Sciences
Open Access status: closed