Mean-Variance Hedging Based on an Incomplete Market with External Risk Factors of Non-Gaussian OU Processes

Mean-Variance Hedging Based on an Incomplete Market with External Risk Factors of Non-Gaussian OU Processes
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DOI:
10.1155/2015/625289
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发表时间:
2015
期刊:
Mathematical Problems in Engineering
影响因子:
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通讯作者:
Wanyang Dai
Wanyang Dai
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文献类型:
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作者:
Wanyang Dai

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