School of Statistics, Beijing Normal University, Beijing, China
Department of Economics, University of Texas at San Antonio, San Antonio, USA
Department of Finance, Asia University, Taichung
College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing, China
Institute of Economics, Tsinghua University, Beijing, China
Department of Economics, Lingnan University, Hong Kong, China
Department of Economics, Hong Kong Baptist University, Hong Kong, China
Copyright © 2016 Xu Guo, Donald Lien, Wing-Keung Wong et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Guo, X. , Lien, D. and Wong, W. (2016) Good Approximation of Exponential Utility Function for Optimal Futures Hedging.
Journal of Mathematical Finance,
6, 457-463. doi:
10.4236/jmf.2016.63036.