Benxuan Shi

According to our database¹, Benxuan Shi authored at least 2 papers between 2021 and 2024.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2024

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., April, 2024

2021

Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection.

[BibT_eX]

[DOI]

Commun. Nonlinear Sci. Numer. Simul., 2021