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A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling
Research article (Journal of Computational and Applied Mathematics, 2019) · cited 19× · AI/ML
A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling
Summary
A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling is a scholarly article[1].
Key Facts
A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling's instance of is recorded as scholarly article[2].
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APA4ort.xyz Knowledge Graph. (2026). A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling. Retrieved May 24, 2026, from https://4ort.xyz/entity/a-bsde-approach-to-a-class-of-dependent-risk-model-of-meanvariance-insurers-with-stochastic-volatility-and-no-short-sell
MLA“A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/a-bsde-approach-to-a-class-of-dependent-risk-model-of-meanvariance-insurers-with-stochastic-volatility-and-no-short-sell.
BibTeX@misc{4ortxyz_a-bsde-approach-to-a-class-of-dependent-risk-model-of-meanvariance-insurers-with-stochastic-volatility-and-no-short-sell_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling}}, year = {2026}, url = {https://4ort.xyz/entity/a-bsde-approach-to-a-class-of-dependent-risk-model-of-meanvariance-insurers-with-stochastic-volatility-and-no-short-sell}, note = {Accessed: 2026-05-24}}
LLM promptAccording to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling — https://4ort.xyz/entity/a-bsde-approach-to-a-class-of-dependent-risk-model-of-meanvariance-insurers-with-stochastic-volatility-and-no-short-sell (retrieved 2026-05-24)
