Risk minimization in financial markets modeled by Itô-Lévy processes
Crossref DOI link: https://doi.org/10.1007/s13370-014-0248-9
Published Online: 2014-05-18
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Øksendal, Bernt
Sulem, Agnès
Text and Data Mining valid from 2014-05-18