"A BSDE approach to a class of dependent risk model of mean-variance ..."

Zhongyang Sun, Kam Chuen Yuen, Junyi Guo (2020)

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DOI: 10.1016/J.CAM.2019.112413

access: closed

type: Journal Article

metadata version: 2020-02-20

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Zhongyang Sun, Kam Chuen Yuen, Junyi Guo:
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. J. Comput. Appl. Math. 366 (2020)

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