Mixed hedging under additive market price information

Haifeng Yan, Jianqi Yang, Limin Liu. Mixed hedging under additive market price information. J. Systems Science & Complexity, 21(2):239-249, 2008. [doi]

@article{YanYL08,
  title = {Mixed hedging under additive market price information},
  author = {Haifeng Yan and Jianqi Yang and Limin Liu},
  year = {2008},
  doi = {10.1007/s11424-008-9107-9},
  url = {http://dx.doi.org/10.1007/s11424-008-9107-9},
  researchr = {https://researchr.org/publication/YanYL08},
  cites = {0},
  citedby = {0},
  journal = {J. Systems Science & Complexity},
  volume = {21},
  number = {2},
  pages = {239-249},
}