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Hedging with derivatives to increase firm value
Ji, Pengfei; Wei, Lei - In: Finance research letters 55 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
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The reinforcement learning Kelly strategy
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Quantitative finance 22 (2022) 8, pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
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A note on portfolios of averages of lognormal variables
Boyle, Phelim P.; Jiang, Ruihong - In: Insurance / Mathematics & economics 112 (2023), pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
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Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Insurance / Mathematics & economics 113 (2023), pp. 293-309
Persistent link: https://www.econbiz.de/10014466217