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"A martingale approach for asset allocation with derivative security and ..."

Tak Kuen Siu, Jinxia Zhu, Hailiang Yang (2019)

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DOI: 10.1017/JPR.2019.40

access: closed

type: Journal Article

metadata version: 2020-04-16

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Tak Kuen Siu, Jinxia Zhu, Hailiang Yang:
A martingale approach for asset allocation with derivative security and hidden economic risk. J. Appl. Probab. 56(3): 723-749 (2019)

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