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孙有发,姚宇航,龚翼山,邱梓杰,刘彩燕.考虑国际金融风险影响的上证50ETF期权定价研究J. 运筹与管理,2023,Forthcoming.
Release time: 2022-10-21
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Wei Liu, Youfa Sun, Xu Chen. Mean-Field Formulation for Mean-Variance Asset-Liability Management with Cash Flow under an Uncertain Exit Time J. Open Mathematics, 2022, 20(1): 24-37 (SCI Q4)
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Doctor of Engineering
孙有发
Recommended MA Supervisor
@Guangdong University of Technology
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