Lv1
20 积分 2024-09-02 加入
Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model
13小时前
待确认
THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
13小时前
待确认
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
18天前
已完结
Optimal insurance contract under Mean-Variance preference with Value at Risk constraint
28天前
已关闭
Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity
28天前
已完结
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model
29天前
已完结
Robust non-zero-sum investment–consumption games under multivariate stochastic covariance models
1个月前
已完结
Cybersecurity investments and cyber insurance purchases in a non-cooperative game
1个月前
已关闭
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach
1个月前
已完结
A Stackelberg reinsurance–investment game with asymmetric information and delay
4个月前
已完结
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