most citedA hybrid stochastic differential reinsurance and investment game with bounded memory

4 citations · 6 across the 2 of their papers we have counts for

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q-fin.CP2019★ 2 cited

The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods

Lisha Lin, Yaqiong Li, Rui Gao +1

In the paper, the pricing of Quanto options is studied, where the underlying foreign asset and the exchange rate are correlated with each other. Firstly, we adopt Bayesian methods…