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Bo, Lijun
Lleo, Sébastien
17
Davis, Mark H. A.
16
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11
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9
Cai, Ning
7
Hainaut, Donatien
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Operations research letters
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
2
The pricing of basket options : a weak convergence approach
Bo, Lijun
;
Wang, Yongjin
- In:
Operations research letters
45
(
2017
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10011687623
Saved in:
3
Optimal investment of variance-swaps in
jump-diffusion
market with regime-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
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