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ECONIS (ZBW)
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1
Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar
;
San Martín, Jaime
;
Torres, Soledad
; …
- In:
Annals of finance
7
(
2011
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009130245
Saved in:
2
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
3
Symposium on stochastic volatility : an introductory overview
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 151-157
Persistent link: https://www.econbiz.de/10009548135
Saved in:
4
Handbook of high-frequency trading and modeling in finance
Florescu, Ionuţ
(
ed.
);
Mariani, Maria C.
(
ed.
); …
-
2016
Persistent link: https://www.econbiz.de/10011418497
Saved in:
5
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
Gu, Ailing
;
Viens, Frederi G.
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 235-249
Persistent link: https://www.econbiz.de/10011694708
Saved in:
6
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
7
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing
;
Viens, Frederi G.
;
Shen, Yang
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
Saved in:
8
R&D spending, knowledge capital, and agricultural productivity growth : a Bayesian approach
Baldos, Uris Lantz C.
;
Viens, Frederi G.
;
Hertel, Thomas W.
- In:
American journal of agricultural economics
101
(
2019
)
1
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012113633
Saved in:
9
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
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