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Chen Peimin
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Journal article
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2022
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2013
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英语English
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Homotopy analysis method
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Ambiguity
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General utility function
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Hamilton–Jacobi–Bellman (HJ...
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Lookback options
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Applied Mathematics Letters
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North American Journal of E...
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An analytical solution for the robust investment-reinsurance strategy with general utilities
Journal article
North American Journal of Economics and Finance,2022, volume: 63
Authors:
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
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View/Download:4/0
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Submit date:2025/03/25
Ambiguity
General utility function
Hamilton–Jacobi–Bellman (HJB) equation
Homotopy analysis method
Taylor series expansion
An analytic pricing formula for lookback options under stochastic volatility
Journal article
Applied Mathematics Letters,2013, volume: 26, issue: 1, pages: 145-149
Authors:
Leung,Kwai Sun
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View/Download:1/0
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Submit date:2021/10/19
Homotopy analysis method
Lookback options
Pricing options
Stochastic volatility