"The pricing of dynamic fund protection with default risk."

Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park (2018)

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DOI: 10.1016/J.CAM.2017.10.031

access: closed

type: Journal Article

metadata version: 2020-02-20

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Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park:
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333: 116-130 (2018)

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