Variance-optimal Hedging for Asian Options under Independent Increments Processes
JIA Zhaoli, YANG Shuquan, WU Huojun
Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (5) : 767-780.
Variance-optimal Hedging for Asian Options under Independent Increments Processes
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