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1

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

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

by Yan Zhang, Yonghong Wu, Shuang Li, Benchawan Wiwatanapataphee
Published 2018

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2

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

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

by Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee
Published 2018

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Article