LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS

doi:10.1016/S0252-9602(06)60089-1

Acta mathematica scientia,Series B

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LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS

Chen Dianfa; Feng Jianfen

School of Mathematical Sciences, Nankai University, Tianjin 300071, China

Received:2004-06-14 Revised:2005-04-28 Online:2006-10-20 Published:2006-10-20
Contact: Chen Dianfa

Abstract

CLC Number:

60H30

Chen Dianfa; Feng Jianfen. LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS[J].Acta mathematica scientia,Series B, 2006, 26(4): 629-638.

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LOWER HEDGING OF CONTINGENT CLAIMS IN RANDOMLY CONSTRAINED MARKETS

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