一类混合型未定权益均值-方差准则下套期保值问题研究
刘宣会, 韩有攀, 张夏洁, 贾丹琴
The Problem Research on the Hedging Strategy of a Mix Contingent Claim Under Mean-Variance Criterion
LIU Xuanhui, HAN Youpan, ZHANG Xiajie, JIA Danqin
应用数学学报
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2015, (6): 1115
-1125
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DOI: 10.12387/C2015100
