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Valuing catastrophe equity put options with liquidity risk, default risk and jumps 期刊论文
North American Journal of Economics and Finance,2025, 卷号: 76
作者:  Tang, Chao;  Chen, Peimin;  Zhang, Shu
收藏  |  浏览/下载:17/0  |  提交时间:2025/03/10
Volatility forecasts by clustering: Applications for VaR estimation 期刊论文
International Review of Economics and Finance,2024, 卷号: 94
作者:  Wang, Zijin;  Chen, Peimin;  Liu, Peng;  Wu, Chunchi
收藏  |  浏览/下载:16/0  |  提交时间:2024/09/04
Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model 期刊论文
Review of Quantitative Finance and Accounting,2024, 卷号: 62, 期号: 3, 页码: 911-951
作者:  Zhang, Shu;  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载:12/0  |  提交时间:2024/05/07
The optimal investment problem with inflation and liquidity risk 期刊论文
Journal of Computational and Applied Mathematics,2024, 卷号: 438
作者:  Chen, Xinyue;  Chen, Peimin;  He, Yong;  Wang, Xiaoyang
收藏  |  浏览/下载:14/0  |  提交时间:2024/03/12
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty 期刊论文
Chaos, Solitons and Fractals,2023, 卷号: 172
作者:  Zhao, Pingping;  Wang, Tong;  Song, Aimin;  Chen, Peimin
收藏  |  浏览/下载:16/0  |  提交时间:2025/03/25
THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT 期刊论文
Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 6, 页码: 4551-4590
作者:  Zhou, Xia;  Chen, Peimin;  Zhang, Jiawei;  Tu, Jingwen;  He, Yong
收藏  |  浏览/下载:11/0  |  提交时间:2025/03/25
A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility 期刊论文
Journal of Computational and Applied Mathematics,2023, 卷号: 423
作者:  He, Yong;  Chen, Peimin;  He, Lin;  Xiang, Kaili;  Wu, Chunchi
收藏  |  浏览/下载:11/0  |  提交时间:2025/03/25
OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET 期刊论文
Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 4, 页码: 2855-2888
作者:  Li, Sheng;  Yuan, Wei;  Chen, Peimin
收藏  |  浏览/下载:13/0  |  提交时间:2025/03/25
Optimal impulse dividend and capital injection model with proportional and fixed transaction costs 期刊论文
Mathematical Methods in the Applied Sciences,2023, 卷号: 46, 期号: 5, 页码: 4942-4964
作者:  Luo, Xiankang;  Zhu, Quanxin;  Zhang, Ying;  Chen, Peimin
收藏  |  浏览/下载:13/0  |  提交时间:2025/03/25
N-Fold compound option pricing with technical risk under fractional jump-diffusion model 期刊论文
Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735
作者:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载:15/0  |  提交时间:2025/03/25