Research on dynamic hedging models based on equivalent martingale measure

YU Xing, ZHANG Weiguo, LIU Yongjun

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (2) : 287-298.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (2) : 287-298. DOI: 10.12011/1000-6788(2018)02-0287-12

Research on dynamic hedging models based on equivalent martingale measure

  • YU Xing1,2, ZHANG Weiguo1, LIU Yongjun1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(2): 287-298 https://doi.org/10.12011/1000-6788(2018)02-0287-12

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