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Published Articles with Keyword: Stochastic volatility
- Title: Optimal Reinsurance and Investment Problem with Stochastic Interest Rate and Stochastic Volatility in the Mean-Variance Framework
Authors: Wei Wei, Shunhou Fan, Hao Chang
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Optimal Investment and Risk Management for Open-Ended Funds Under Heston’s SV Model
Authors: Zanyong Huang, Ximin Rong
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Hedging Strategy for Unit-Linked Life Insurance Contracts in Stochastic Volatility Models
Authors: Wei Wang, Linyi Qian, Wensheng Wang
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013