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Xun Li
Information about the author Xun Li will soon be added to the site.
Found
3 papers
in total
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Date Ascending
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
2017
Dynamic mean‐variance investment model can not be solved by dynamic programming...
Continuous time portfolio selection under conditional capital at risk
2010
Portfolio optimization with respect to different risk measures is of interest to both...
On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices
2008
This study presents a simple but powerful approximation approach that is both accurate...
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