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On optimal stopping and free boundary problems under ambiguity 期刊论文
STATISTICS & PROBABILITY LETTERS, 2018, 卷号: 139, 页码: 129-134
作者:  Zhao, Guoqing;  Zhai, Kun;  Zong, Gaofeng
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/11
Quadratic reflected BSDEs and related obstacle problems for PDEs 期刊论文
Communications in Statistics - Theory and Methods, 2018
作者:  Huang Z.;  Wang H.;  Wu Z.;  Yu Z.
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING 期刊论文
ADVANCES IN APPLIED PROBABILITY, 2018, 卷号: 50, 期号: 3, 页码: 671-705
作者:  Ferrari, Giorgio;  Yang, Shuzhen
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Optimal stopping under g-expectation with constraints 期刊论文
Operations Research Letters: A Journal of the Operations Research Society of America, 2013, 卷号: 41, 期号: 2, 页码: 164-171
作者:  Wu, H.
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/23
Optimal stopping rule meets ambiguity 期刊论文
Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two, 2013, 页码: 97-125
作者:  Chen Z.;  Tian W.;  Zhao G.
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/23
Optimal surrender strategies for equity-indexed annuity investors with partial information 期刊论文
STATISTICS & PROBABILITY LETTERS, 2012, 卷号: 82, 期号: 7, 页码: 1251-1258
作者:  Wei, Jiaqin;  Wang, Rongming;  Yang, Hailiang
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/23
The framework of termination mechanism in modern emergency management 期刊论文
World Academy of Science, Engineering and Technology, 2010, 卷号: 66, 页码: 26-32
作者:  Wu, Yannan;  Chen, An
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/26
Optimal Stopping with Model Uncertainty and Pricing the American Option 会议论文
2nd International Conference on Business Intelligence and Financial Engineering, JUL 24-26, 2009
作者:  Zhao, Guoqing
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31
Optimal stopping with model uncertainty and pricing the American option 期刊论文
2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009, 2009, 页码: 329-332
作者:  Zhao, Guoqing
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/26
Some optimal stopping problems for pricing game options 期刊论文
Proceedings of the 27th Chinese Control Conference, CCC, 2008, 页码: 582-586
作者:  Yang, Bing;  Yang, Yanrong;  Meng, Lina
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/26


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