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Multidimensional investment problem
Christensen, Sören
;
Salminen, Paavo
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011963303
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2
Optimal mean-variance portfolio selection
Pedersen, Jesper Lund
;
Peskir, Goran
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10011900522
Saved in:
3
An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 127-149
Persistent link: https://www.econbiz.de/10011485899
Saved in:
4
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
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