Mean-Variance Asset Liability Management with State-Dependent Risk Aversion

由 Yan Zhang, Yonghong Wu, Shuang Li, Benchawan Wiwatanapataphee
出版 2018

Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market

由 Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee
出版 2018