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Omega diffusion risk model with surplus-dependent tax and capital injections
Cui, Zhenyu; Nguyen, Duy - In: Insurance / Mathematics & economics 68 (2016), pp. 150-161
Persistent link: https://www.econbiz.de/10011492639
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A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu; Kirby, J. Lars; Nguyen, Duy - In: European journal of operational research : EJOR 289 (2021) 1, pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
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An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars; Mitra, Sovan; Nguyen, Duy - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635