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The Alpha‐Heston stochastic volatility model
Jiao, Ying; Ma, Chunhua; Scotti, Simone; Zhou, Chao - In: Mathematical Finance 31 (2021) 3, pp. 943-978
Persistent link: https://www.econbiz.de/10012538285
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Portfolio diversification and model uncertainty : A robust dynamic mean‐variance approach
Pham, Huyên; Wei, Xiaoli; Zhou, Chao - In: Mathematical Finance 32 (2021) 1, pp. 349-404
Persistent link: https://www.econbiz.de/10012636228
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Binary funding impacts in derivative valuation
Lee, Junbeom; Zhou, Chao - In: Mathematical Finance 31 (2020) 1, pp. 242-278
Persistent link: https://www.econbiz.de/10012410096