| Variance-Optimal Hedging for the Process Based on Non-Extensive Statistical Mechanics and Poisson Jumps | |
| Zhao,Pan; Xiao,Qingxian | |
| 刊名 | ACTA PHYSICA POLONICA A
 |
| 2016 | |
| 卷号 | Vol.129 No.6页码:1252-1256 |
| 关键词 | CONDITIONAL SKEWNESS PORTFOLIO SELECTION RANDOM PARAMETERS STOCK MARKETS DIFFUSION DYNAMICS RETURNS MEMORY MODEL |
| ISSN号 | 0587-4246 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2156112 |
| 专题 | 安徽大学 |
| 作者单位 | 1.West Anhui Univ, Coll Finance & Math, Luan, Anhui, Peoples R China 2.West Anhui Univ, Financial Risk Intelligent Control & Prevent Inst, Luan, Anhui, Peoples R China 3.Univ Shanghai Sci & Technol, Sch Business, Shanghai, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao,Pan,Xiao,Qingxian. Variance-Optimal Hedging for the Process Based on Non-Extensive Statistical Mechanics and Poisson Jumps[J]. ACTA PHYSICA POLONICA A,2016,Vol.129 No.6:1252-1256. |
| APA | Zhao,Pan,&Xiao,Qingxian.(2016).Variance-Optimal Hedging for the Process Based on Non-Extensive Statistical Mechanics and Poisson Jumps.ACTA PHYSICA POLONICA A,Vol.129 No.6,1252-1256. |
| MLA | Zhao,Pan,et al."Variance-Optimal Hedging for the Process Based on Non-Extensive Statistical Mechanics and Poisson Jumps".ACTA PHYSICA POLONICA A Vol.129 No.6(2016):1252-1256. |
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