# A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling

> Research article (Journal of Computational and Applied Mathematics, 2019) · cited 19× · AI/ML

**Wikidata**: [openalex:W2969340526](https://www.wikidata.org/wiki/openalex:W2969340526)  
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