Narrow search
Showing 1 - 4 of 4
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/10009727702
Cover Image
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
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
Cover Image
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