Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Almost first-degree stochastic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
15
Language
All
Undetermined
15
Author
All
Zhao, Feng
8
Gao, Jianwei
7
Li, Haitao
5
Hong, Yongmiao
2
Jarrow, Robert
2
Hu, Ren-Lin
1
Liu, Zhen-Hua
1
Lu, Lin
1
Polkovnichenko, Valery
1
Xiao, Hong-shen
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
The journal of finance : the journal of the American Finance Association
2
Energy conversion and management : ECM
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
70
RePEc
19
EconStor
8
Other ZBW resources
2
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic optimal control of DC pension funds
Gao, Jianwei
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1159
Persistent link: https://www.econbiz.de/10008057636
Saved in:
2
Optimal portfolios for DC pension plans under a CEV model
Gao, Jianwei
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 479-490
Persistent link: https://www.econbiz.de/10008244963
Saved in:
3
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
Gao, Jianwei
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10008895446
Saved in:
4
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
Gao, Jianwei
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10008277123
Saved in:
5
An extended CEV model and the Legendre transform–dual–asymptotic solutions for annuity contracts
Gao, Jianwei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 511-531
Persistent link: https://www.econbiz.de/10008412225
Saved in:
6
Optimal portfolios for DC pension plans under a CEV model
Gao, Jianwei
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 479-491
Persistent link: https://www.econbiz.de/10008892101
Saved in:
7
Stochastic optimal control of DC pension funds
Gao, Jianwei
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1159-1165
Persistent link: https://www.econbiz.de/10008893113
Saved in:
8
Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10006543665
Saved in:
9
Downside Loss Aversion and Portfolio Management
Jarrow, Robert
;
Zhao, Feng
- In:
Management science : journal of the Institute for …
52
(
2006
)
4
,
pp. 558-566
Persistent link: https://www.econbiz.de/10006075229
Saved in:
10
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 457-473
Persistent link: https://www.econbiz.de/10008223230
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
