薄立军
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·Paper Publications
Optimal investment of variance-swaps in jump-diffusion market with
regime-switching
Release time:2021-07-23 Hits:
DOI number: 10.1016/j.jedc.2017.08.003
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL
Document Code: 000416497500008
Volume: 83
Page Number: 175-197
ISSN No.: 0165-1889
Translation or Not: no
Date of Publication: 2017-09-30
Included Journals: SSCI