Journal article

Pricing dynamic fund protections with regime switching

Zhuo Jin, Linyi Qian, Wei Wang, Rongming Wang

Journal of Computational and Applied Mathematics | ELSEVIER | Published : 2016

University of Melbourne Researchers

Grants

Awarded by National Natural Science Foundation of China


Awarded by Innovation Program of Shanghai Municipal Education Commission


Awarded by Doctoral Program Foundation of the Ministry of Education of China


Awarded by Program of Shanghai Subject Chief Scientist


Awarded by 111 Project


Awarded by Scientific Research Fund of Zhejiang Provincial Education Department


Funding Acknowledgements

This work was supported in part by National Natural Science Foundation of China (11231005, 11301189, 11571113), Innovation Program of Shanghai Municipal Education Commission (15ZZ023), Doctoral Program Foundation of the Ministry of Education of China (20130076120007), Program of Shanghai Subject Chief Scientist (14XD1401600), the 111 Project (B14019) and the Scientific Research Fund of Zhejiang Provincial Education Department (Y201120129).