Mathematical finance. 2000;10(3):355-385. doi: 10.1111/1467-9965.00099 Q22.42025

A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements

带有保证金要求的消费选择与对冲成本的鞅表征

DOI: 10.1111/1467-9965.00099

摘要

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