Option Pricing with Regime Switching: Integrations over Simplexes Method

Net Contribution, Liquidity, and Optimal Pension Management

Business Cycle and Credit Risk Modeling with Jump Risks

Robust Consumption and Portfolio Rules with Time-Varying Model Confidence

Ambiguity and Optimal Portfolio Choice with Value-at-Risk Constraint

Asset Demands and Consumption with Longevity Risk

Unemployment Risks and Optimal Retirement in an Incomplete Market

Retirement with Risk Aversion Change and Borrowing Constraints

Optimal Reinsurance and Asset Allocation under Regime Switching

Psychological Barriers and Option Pricing