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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Li, Danping"
~person:"Li, Lingfei"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Portfolio selection
4
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3
Option pricing theory
3
Optionspreistheorie
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Li, Danping
Li, Lingfei
Li, Kai
5
Branger, Nicole
4
Yoon, Gawon
4
He, Xue-zhong
3
Siu, Tak Kuen
3
Xiao, Wei-lin
3
Alfarano, Simone
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Gaivoronski, Alexei A.
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Huang, Fuzhe
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Ielpo, Florian
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Karul, Cagin
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Kendrick, David A.
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Kim, Bara
2
Kim, Jerim
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Li, Chenxu
2
Li, Shenghong
2
Li, Yong
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Ma, Jingtang
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Mahayni, Antje
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Milaković, Mishael
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Nazlıoğlu, Şaban
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Prigent, Jean-Luc
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Rostek, Stefan
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Seifried, Frank Thomas
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Shen, Yang
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Shi, Chao
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Economic modelling
Journal of economic dynamics & control
Insurance / Mathematics & economics
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Finance and stochastics
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International journal of financial engineering
1
Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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ECONIS (ZBW)
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1
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
2
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
3
Alpha-robust mean-variance reinsurance-investment strategy
Li, Bin
;
Li, Danping
;
Xiong, Dewen
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 101-123
Persistent link: https://www.econbiz.de/10011708658
Saved in:
4
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
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