A. Chunxiang

Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model

A. Chunxiang, Yi-Hang Shao, C. A, 2017 .

Dynamic asset-liability management problem in a continuous-time model with delay

Yan Zeng, A. Chunxiang, Yang Shen, 2020, Int. J. Control.

Optimal investment strategy under time-inconsistent preferences and high-water mark contract

Fan Wang, Zhongfei Li, A. Chunxiang, 2016, Oper. Res. Lett..