J. Wang

Available identifiers

zbMath Open wang.jianMaRDI QIDQ621708

List of research outcomes

Publication	Date of Publication	Type
COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS	2012-05-07	Paper
Continuous time mean variance asset allocation: a time-consistent strategy	2011-01-28	Paper
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation	2010-02-09	Paper
Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance	2009-06-22	Paper
Hedging with a correlated asset: Solution of a nonlinear pricing PDE	2007-01-22	Paper

Research outcomes over time

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