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Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Shen, Yang; Siu, Tak Kuen - In: Operations research letters 41 (2013) 2, pp. 180-187
Persistent link: https://www.econbiz.de/10009727702
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Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang; Zhang, Xin; Siu, Tak Kuen - In: Operations research letters 42 (2014) 5, pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
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Portfolio selection with parameter uncertainty under maxmin mean-variance criterion
Yu, Xingying; Shen, Yang; Li, Xiang; Fan, Kun - In: Operations research letters 48 (2020) 6, pp. 720-724
Persistent link: https://www.econbiz.de/10012430078
Cover Image
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Shen, Yang; Siu, Tak Kuen - In: Operations research letters 41 (2013) 2, pp. 180-187
Persistent link: https://www.econbiz.de/10010083875
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Revisiting prospect theory and the newsvendor problem
Shen, Yuwei; Zhao, Xiaobo; Xie, Jinxing - In: Operations research letters 45 (2017) 6, pp. 647-651
Persistent link: https://www.econbiz.de/10011783080
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Population monotonic allocation schemes for the two-period economic lot-sizing games
Jin, Qingwei; Wu, Yi; Zeng, Yinlian; Zhang, Lianmin - In: Operations research letters 51 (2023) 3, pp. 296-303
Persistent link: https://www.econbiz.de/10014374873