@article{continuoustimemeanvariancehedgingunder,
  title = {Continuous-time Markowitz's mean-variance model under different borrowing and saving rates},
  author = {Chonghu Guan and Xiaomin Shi and Zuo Quan Xu},
  year = {2022},
  eprint = {2201.00914},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.00914v2},
}