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Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155, Xu, Guangli and Zhuo, Xiaoyang ORCID: 0000-0002-1735-4847
(2023) Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model. Quantitative Finance, 23 (5). pp. 843-862.


Guo, Chang, Zhuo, Xiaoyang, Constantinescu, Corina ORCID: 0000-0002-5219-3022 and Pamen, Olivier Menoukeu
(2018) Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20 (4). pp. 1477-1502.

This list was generated on Sat Apr 13 08:19:51 2024 BST.