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~person:"Sun, Zhongyang"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Option pricing theory
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Sun, Zhongyang
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Mathematical methods of operations research
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Sun, Zhongyang
;
Zhang, Xin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 218-244
Persistent link: https://www.econbiz.de/10012195046
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2
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
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