YongMing Jiang, Hangsheng Tan. Static Hedging for the Prices of Raw Materials to Hedge Based on Poisson Jump-Diffusion Model. In David Jin, Sally Lin, editors, Advances in Computer Science, Intelligent System and Environment [Proceedings of CSISE 2011, Volume 1, September 24-25, 2011, Guangzhou, China]. Volume 104 of Advances in Soft Computing, pages 491-499, Springer, 2011. [doi]
Abstract is missing.