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
This page was built for person: Daobai Liu
