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Search: subject:"Multi-Vasicek model"
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Optimal decision on dynamic insurance price and investment portfolio of an insurer with multi-dimensional time-varying correlation
Mao, Hong
;
Wen, Zhongkai
- In:
Journal of quantitative economics
18
(
2020
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10012418792
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Pricing options of security portfolio in cyclical economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
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