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	Mean-variance hedging with basis risk
	Xue X.; Zhang J.; Weng C.
刊名	Applied Stochastic Models in Business and Industry
	2018
关键词	basis risk BSDE Malliavin derivative mean-variance analysis optimal hedging stochastic LQ control
DOI	10.1002/asmb.2380
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4579959
专题	山东大学
作者单位	1.Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China 2.Department of Statistics and Actuarial Sci
推荐引用方式 GB/T 7714	Xue X.,Zhang J.,Weng C.. Mean-variance hedging with basis risk[J]. Applied Stochastic Models in Business and Industry,2018.
APA	Xue X.,Zhang J.,&Weng C..(2018).Mean-variance hedging with basis risk.Applied Stochastic Models in Business and Industry.
MLA	Xue X.,et al."Mean-variance hedging with basis risk".Applied Stochastic Models in Business and Industry (2018).

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