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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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Option pricing applications of quadratic volatility models
Appadoo, Srimantoorao S.; Thaaneswaran, Aerambamoorthy; … - In: Journal of mathematical finance 2 (2012) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10009719263
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Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun; Chen, Xinfu; Zeng, Xudong - In: Journal of mathematical finance 9 (2019) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10012210282