Mean-variance Hedging for Pricing European-type Contingent Claims with Transaction Costs

Dao Bai LIU

Acta Mathematica Sinica ›› 2003, Vol. 19 ›› Issue (4) : 655-670.

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Acta Mathematica Sinica ›› 2003, Vol. 19 ›› Issue (4) : 655-670. DOI: 10.1007/s10114-003-0259-1
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Mean-variance Hedging for Pricing European-type Contingent Claims with Transaction Costs

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2003, 19(4): 655-670 https://doi.org/10.1007/s10114-003-0259-1

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