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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

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Source: Crossref

Published: Jan 1, 2023

DOI: 10.3934/puqr.2023023

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A Heston local-stochastic volatility model for optimal investment–reinsurance strategy with a defaultable bond in an ambiguous environment — Mathematical Frontier Network