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~person:"Li, Jinzhi"
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Li, Jinzhi
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Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
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Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
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3
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
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