×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [12]
内容类型
期刊论文 [9]
会议论文 [3]
发表日期
2018 [3]
2013 [2]
2012 [1]
2010 [1]
2009 [2]
2008 [1]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共12条,第1-10条
帮助
限定条件
专题:山东大学
第一署名单位
第一作者单位
通讯作者单位
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
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
BSDE
g-expectation
Optimal stopping
Free boundary problem
Ambiguity
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
comparison theorem
Convex generators
Feynman-Kac formula
optimal stopping time
quadratic growth
Reflected BSDEs
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
Singular stochastic control
optimal stopping
regime switching
Hamilton-Jacobi-Bellman equation
free boundary
commodity extraction
optimal selling
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
~(gΓ)-expectation
Constrained BSDE
Optimal stopping
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
Ambiguity
Optimal stopping
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
Equity-indexed annuity
Regime switching
Optimal stopping
Partial
information
Logarithmic utility
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
Decision making
Emergency management
Optimal stopping theory
Optimal termination model
Termination mechanism
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
American put-option
optimal stopping
ambiguity
BSDE
g-expectation
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
Ambiguity
American put-option
BSDE
g-expectation
Optimal stopping
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
Game option
Optimal stopping problem
RBSDE
Zero-sum two player stochastic differential game
©版权所有 ©2017 CSpace - Powered by
CSpace