Mean square error for the Leland–Lott hedging strategy: convex pay-offs
نویسندگان
چکیده
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1School of Business Administration, Southwestern University of Finance and Economics No. 555, Liutai Ave, Wenjiang Zone, Chengdu 611130, China 2Yangtze Normal University, No. 98, Julong Ave, Fuling Zone, Chongqing, 408100, China 3School of Management and Economics University of Electronic Science and Technology of China No. 2006, Xiyuan Ave, West Hi-Tech Zone, Chengdu 611731, China e-mail: koug...
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ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2010
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-010-0130-z