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Semi-nonparametric approximation and index options
Jiang, Julia
;
Tian, Weidong
- In:
Annals of finance
15
(
2019
)
4
,
pp. 563-600
Persistent link: https://www.econbiz.de/10012240184
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A portfolio choice problem under risk capacity constraint
Tian, Weidong
;
Zhu, Zimu
- In:
Annals of finance
18
(
2022
)
3
,
pp. 285-326
Persistent link: https://www.econbiz.de/10013440634
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