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

بواسطة Yan Zhang, Yonghong Wu, Shuang Li, Benchawan Wiwatanapataphee
منشور في 2018

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

بواسطة Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee
منشور في 2018