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CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
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Optimal entry decision of unemployment insurance under partial information
Xing, Jie
;
Ma, Jingtang
;
Yang, Wensheng
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 31-52
Persistent link: https://www.econbiz.de/10014282480
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