Indexed metadata
A Heston local-stochastic volatility model for optimal investment–reinsurance strategy with a defaultable bond in an ambiguous environment
Ge Wang, Menglei Huang, Qing Zhou, Weixing Wu, Weilin Xiao
Evidence graph
No public relationships recorded yet.
Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.