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~person:"Han, Bingyan"
~person:"Strini, Josef Anton"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Stochastic process
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Zeitkonsistenz
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Analysis of variance
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Dividend
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time-inconsistent stochastic control
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Han, Bingyan
Strini, Josef Anton
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Mathematics and financial economics
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton
;
Thonhauser, Stefan
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
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2
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
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