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
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).