Qin, Likuan
- Long Term Risk: A Martingale Approach
2014/11/12 by Likuan Qin, Vadim Linetsky, Qin, Likuan +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Economics and business #General Economics (econ.GN) #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
- Long-Term Factorization of Affine Pricing Kernels
2016/10/03 by Likuan Qin, Vadim Linetsky, Qin, Likuan +1 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #q-fin.MF