The following pages link to Siyu Lv (Q286274):
Displaying 8 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- Controller-and-Stopper Stochastic Differential Games with Regime Switching (Q6378238) (← links)
- Solving a class of zero-sum stopping game with regime switching (Q6431076) (← links)
