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Delta-gamma-like hedging with transaction cost under reinforcement learning technique
Xu, Wei; Dai, Bing - In: The journal of derivatives : JOD 29 (2022) 5, pp. 60-82
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014231076
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Price of climate risk hedging under uncertainty
Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012671618
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Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012301004