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Mean-variance hedging under multiple defaults risk

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https://hal.archives-ouvertes.fr/hal-01259300
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 20, 2016 - 11:43:14 AM
Last modification on : Saturday, March 28, 2020 - 2:06:24 AM

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  • HAL Id : hal-01259300, version 1

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S. Choukroun, S. Goutte, A. Ngoupeyou. Mean-variance hedging under multiple defaults risk. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2015, 33 (5), pp.757-791. ⟨hal-01259300⟩

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