Continuous-time mean-variance hedging under different loan and deposit rates

Chonghu Guan, Xiaomin Shi, Zuo Quan Xu

Research output: Journal article publication › Journal article › Academic research › peer-review

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@article{a53639bb3db044c8ad02f95950d68bb8,

title = "Continuous-time mean-variance hedging under different loan and deposit rates",

author = "Chonghu Guan and Xiaomin Shi and Xu, {Zuo Quan}",

year = "2021",

month = jan,

day = "4",

language = "English",

pages = "1--32",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

}