The following pages link to Jia Yue (Q781086):
Displaying 9 items.
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- (Q4603524) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks (Q6129423) (← links)
