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.

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PDF(370 KB)
Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (5) : 767-780.

Variance-optimal Hedging for Asian Options under Independent Increments Processes

  • JIA Zhaoli, YANG Shuquan, WU Huojun
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2022, 45(5): 767-780

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