Publication | Closed Access

A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling

Multivariate Stochastic VolatilityBsde ApproachAsset PricingEngineeringFinancial Risk ManagementAccountingRisk ManagementDerivative PricingDependent Risk ModelBusinessFinancial MathematicsStochastic VolatilityInsuranceFinanceFinancial ModelingFinancial Risk