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subject:"Zinsstruktur"
~isPartOf:"Scandinavian actuarial journal"
~person:"Wang, Wenyuan"
~subject:"Mathematical analysis"
~subject:"Mathematics"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Zinsstruktur
Mathematical analysis
Mathematics
Portfolio-Management
4/2 stochastic volatility model
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Analysis
1
Lie symmetries
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Option pricing theory
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Optionspreistheorie
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Reinsurance
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Rückversicherung
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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mean-variance optimization
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parabolic partial differential equation
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parametrix method
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Wang, Wenyuan
Ceci, Claudia
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Colaneri, Katia
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Cretarola, Alessandra
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Shen, Yang
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Socha, Lesław
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Scandinavian actuarial journal
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Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan
;
Muravey, Dmitry
;
Shen, Yang
;
Zeng, Yan
- In:
Scandinavian actuarial journal
2023
(
2023
)
5
,
pp. 413-449
Persistent link: https://www.econbiz.de/10014336459
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