The Problem Research on the Hedging Strategy of a Mix Contingent Claim Under Mean-Variance Criterion

LIU Xuanhui, HAN Youpan, ZHANG Xiajie, JIA Danqin

Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (6) : 1115-1125.

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Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (6) : 1115-1125. DOI: 10.12387/C2015100

The Problem Research on the Hedging Strategy of a Mix Contingent Claim Under Mean-Variance Criterion

  • LIU Xuanhui, HAN Youpan, ZHANG Xiajie, JIA Danqin
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2015, 38(6): 1115-1125 https://doi.org/10.12387/C2015100

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