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主办:中国运筹学会
承办:合肥工业大学
ISSN 1007-3221 CN 34-1133/G3
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中文
Optimal Hedging Model and Empirical Study of Options Portfolio
YU Xing, ZHANG Wei-guo, LIU Yong-jun
Operations Research and Management Science . 2018, (
2
): 138 -146 . DOI: 10.12005/orms.2018.0045