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Search: subject:"Square-root factor process"
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BSDE approach to utility maximization with square-root factor processes
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Operations research letters
48
(
2020
)
2
,
pp. 130-135
Persistent link: https://www.econbiz.de/10012254025
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Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
- In:
Insurance
89
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012133523
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