Login / Signup
Benxuan Shi
ORCID
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 2
Top Topics
Autoregressive
Statistical Model
Linear Programming
Decision Making
Top Venues
J. Comput. Appl. Math.
Commun. Nonlinear Sci. Numer. Simul.
</>
Publications
</>
Wei Zhong
,
Benxuan Shi
,
Zhimin Zhang
Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.
J. Comput. Appl. Math.
440 (2024)
Benxuan Shi
,
Zhimin Zhang
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection.
Commun. Nonlinear Sci. Numer. Simul.
95 (2021)