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Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty Journal article
Chaos, Solitons and Fractals,2023, volume: 172
Authors:  Zhao, Pingping;  Wang, Tong;  Song, Aimin;  Chen, Peimin
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THE OPTIMAL INVESTMENT-REINSURANCE STRATEGIES FOR AMBIGUITY AVERSION INSURER IN UNCERTAIN ENVIRONMENT Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 6, pages: 4551-4590
Authors:  Zhou, Xia;  Chen, Peimin;  Zhang, Jiawei;  Tu, Jingwen;  He, Yong
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A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility Journal article
Journal of Computational and Applied Mathematics,2023, volume: 423
Authors:  He, Yong;  Chen, Peimin;  He, Lin;  Xiang, Kaili;  Wu, Chunchi
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OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888
Authors:  Li, Sheng;  Yuan, Wei;  Chen, Peimin
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Optimal impulse dividend and capital injection model with proportional and fixed transaction costs Journal article
Mathematical Methods in the Applied Sciences,2023, volume: 46, issue: 5, pages: 4942-4964
Authors:  Luo, Xiankang;  Zhu, Quanxin;  Zhang, Ying;  Chen, Peimin
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N-Fold compound option pricing with technical risk under fractional jump-diffusion model Journal article
Optimization,2023, volume: 72, issue: 3, pages: 713-735
Authors:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
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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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N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion Journal article
International Journal of Fuzzy Systems,2022, volume: 24, issue: 6, pages: 2767-2782
Authors:  Zhao, Pingping;  Wang, Tong;  Xiang, Kaili;  Chen, Peimin
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Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model Journal article
Optimization,2022, volume: 71, issue: 15, pages: 4603-4633
Authors:  He, Yong;  Xiang, Kaili;  Chen, Peimin;  Wu, Chunchi
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Commercial Mortgage-Backed Security Pricing with Real Estate Liquidity Risk Journal article
Real Estate Economics,2021, volume: 49, pages: 490-525
Authors:  Chen, Peimin;  Kozhanov, Igor;  Liu, Peng;  Wu, Chunchi
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