Search Results - Angkola, Francisca

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  1. 1
    A generalized fractal dynamics option pricing model with transaction costs

    A generalized fractal dynamics option pricing model with transaction costs by Angkola, Francisca

    Published 2016
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    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework by Zhang, Y., Wu, Yong, Wiwatanapataphee, Benchawan, Angkola, Francisca

    Published 2020
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