scientific article; zbMATH DE number 5008842

zbMATH Open1084.60510MaRDI QIDQ3371932FDOQ3371932

Authors: Qian Liu, Xinping Liu 

Publication date: 21 February 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

portfolio combination

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Asset pricing and simulation analysis based on mixed Gaussian process and jump environment with transaction costs

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