Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu Pricing dynamic fund protections for a hyperexponential jump diffusion process. (English) Zbl 1386.91148 Commun. Stat., Theory Methods 47, No. 1, 210-221 (2018). MSC: 91G20 60G51 60J75 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 47, No. 1, 210--221 (2018; Zbl 1386.91148) Full Text: DOI
Wang, Wei; Qian, Linyi; Wang, Wensheng Hedging of contingent claims written on non traded assets under Markov-modulated models. (English) Zbl 1343.60118 Commun. Stat., Theory Methods 45, No. 12, 3577-3595 (2016). MSC: 60J28 60J27 91B70 91G80 91G60 65C05 PDF BibTeX XML Cite \textit{W. Wang} et al., Commun. Stat., Theory Methods 45, No. 12, 3577--3595 (2016; Zbl 1343.60118) Full Text: DOI
Qian, Linyi; Wang, Rongming; Zhao, Qian Valuation of equity-indexed annuities with stochastic interest rate and jump diffusion. (English) Zbl 1297.91140 Commun. Stat., Theory Methods 43, No. 14, 2870-2885 (2014). MSC: 91G30 91G60 62P05 60J70 PDF BibTeX XML Cite \textit{L. Qian} et al., Commun. Stat., Theory Methods 43, No. 14, 2870--2885 (2014; Zbl 1297.91140) Full Text: DOI