摘要:
This article studies European contingent claims in a randomly constrained market and derives their lower-hedging costs by means of a family of auxiliary risk premiums.
中图分类号:
陈典发; 冯建芬. LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS[J]. 数学物理学报(英文版), 2006, 26(4): 629-638.
Chen Dianfa; Feng Jianfen. LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS[J]. Acta mathematica scientia,Series B, 2006, 26(4): 629-638.