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College of Engineering(공과대학)Dept. of Nuclear and Quantum Engineering(원자력및양자공학과)NE-Journal Papers(저널논문)

Optimal Hedged Portfolios when Jump-Diffusion Processes Generate the Foreign Exchange Rate Changes

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chang mo ahn / ki park / r. fujihara

Publisher: Elsevier Sci Ltd

Issue Date: 1993-10

Language: English

Citation: JOURNAL OF INTERNATIONAL MONEY AND FINANCE, v.12, pp.493 - 510

ISSN: 0261-5606

URI: http://hdl.handle.net/10203/57196

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