scientific article; zbMATH DE number 5008842

MaRDI QIDQ3371932zbMATH OpenFDO

Authors Qian Liu, Xinping Liu

Publication date 21 February 2006

zbMATH Keywords

portfolio combination

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Generalized stochastic processes (60G20)

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(2)

• scientific article; zbMATH DE number 5283783 (Why is no real title available?)
• Asset pricing and simulation analysis based on mixed Gaussian process and jump environment with transaction costs

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