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Pricing bounds and bang-bang analysis of the Polaris variable annuities
Shen, Zhiyi
;
Weng, Chengguo
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 147-171
Persistent link: https://www.econbiz.de/10015123067
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The reinforcement learning Kelly strategy
Jiang, Ruihong
;
Saunders, David M.
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Weng, Chengguo
- In:
Quantitative finance
22
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2022
)
8
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pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
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