Daobai Liu
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Person:1421066
Available identifiers
zbMath Open liu.daobaiMaRDI QIDQ1421066
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 | 2007-03-19 | Paper |
| Mean-variance hedging for pricing European-type contingent claims with transaction costs. | 2003-01-01 | Paper |
| European option pricing with transaction costs. | 2000-01-01 | Paper |
Research outcomes over time
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