has been cited by the following article(s):
|
[1]
|
Strong Convergence of the Euler Scheme for a Delayed Jump-Diffusion CIR Model with Markovian Switching
Journal of Theoretical Probability,
2026
DOI:10.1007/s10959-025-01469-y
|
|
|
|
|
[2]
|
Optimal Investment and Consumption Problem with Stochastic Environments and Delay
Journal of Risk and Financial Management,
2026
DOI:10.3390/jrfm19010062
|
|
|
|
|
[3]
|
Stepwise Chebyshev collocation approach for nonlinear fractional delay stochastic partial differential equations
International Journal of Dynamics and Control,
2026
DOI:10.1007/s40435-025-01999-7
|
|
|
|
|
[4]
|
Robust Optimal Investment Problem with Delay under Heston’s Model
Methodology and Computing in Applied Probability,
2022
DOI:10.1007/s11009-021-09885-3
|
|
|
|
|
[5]
|
Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model
Mathematical Control and Related Fields,
2022
DOI:10.3934/mcrf.2022055
|
|
|
|
|
[6]
|
OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY
The ANZIAM Journal,
2019
DOI:10.1017/S1446181119000014
|
|
|
|
|
[7]
|
Portfolio Performance on Agency Mechanism with Capability of Manager
Theoretical Economics Letters,
2018
DOI:10.4236/tel.2018.81002
|
|
|
|