Daobai Liu
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Bond portfolio's duration and investment term-structure management problem Journal of Applied Mathematics and Stochastic Analysis | 2007-03-19 | Paper |
| Mean-variance hedging for pricing European-type contingent claims with transaction costs. Acta Mathematica Sinica, English Series | 2003-01-01 | Paper |
| European option pricing with transaction costs. Chinese Journal of Applied Probability and Statistics | 2000-01-01 | Paper |
Research outcomes over time
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