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Hui Mi
ORCID
Publication Activity (10 Years)
Years Active: 2013-2023
Publications (10 Years): 2
Top Topics
Risk Neutral
Asset Liability Management
Competitive Market
Convertible Bonds
Top Venues
J. Comput. Appl. Math.
Int. J. Control
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Publications
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Yu Yuan
,
Hui Mi
Robust optimal asset-liability management with delay and ambiguity aversion in a jump-diffusion market.
Int. J. Control
96 (12) (2023)
Hui Mi
,
Lixia Xu
Optimal investment with derivatives and pricing in an incomplete market.
J. Comput. Appl. Math.
368 (2020)
Hui Mi
,
Shuguang Zhang
Dynamic valuation of options on non-traded assets and trading strategies.
J. Syst. Sci. Complex.
26 (6) (2013)