Optimal Surrender Policy of Guaranteed Minimum Maturity Benefits in Variable Annuities with Regime-Switching Volatility

by Xiankang Luo, Jie Xing
Published 2021-01-01

Optimal Liquidation Behaviour Analysis for Stochastic Linear and Nonlinear Systems of Self-Exciting Model with Decay

by Jiangming Ma, Xiankang Luo
Published 2021-01-01

Estimation of the Bid-Ask Prices for the European Discrete Geometric Average and Arithmetic Average Asian Options

by Xiankang Luo, Tao Chen
Published 2021-01-01

The Optimal Dividend Payout Model with Terminal Values and Its Application

by Xiankang Luo, Peimin Chen, Jiangming Ma
Published 2017-01-01