The following pages link to Li-Shang Jiang (Q432391):
Displaying 50 items.
- (Q208864) (redirect page) (← links)
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
- The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (Q449296) (← links)
- (Q585467) (redirect page) (← links)
- On an elastic-plastic problem (Q585468) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- A class of diffraction problems in diffusive absorption phenomena (Q750775) (← links)
- On a non-local curve evolution problem in the plane (Q937839) (← links)
- Basket CDS pricing with interacting intensities (Q964685) (← links)
- Fixed stream-tube method for solving two-phase plane flow problems and its theoretical analysis (Q1082978) (← links)
- A free boundary problem arising in oil production (Q1312619) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Analysis of pricing American options on the maximum (minimum) of two risk assets (Q1599129) (← links)
- Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963) (← links)
- A PDE problem arising from calculation of the model for continuous casting of steel (Q1891672) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- On pricing of corporate securities in the case of jump-diffusion (Q2514963) (← links)
- On pricing model of the reset option with \(N\) predetermined levels (Q2571171) (← links)
- Identifying the volatility of underlying assets from option prices (Q2709875) (← links)
- (Q2759779) (← links)
- INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
- A modified structural model for credit risk (Q2909350) (← links)
- Optimal Convergence Rate of the Binomial Tree Scheme for American Options and Their Free Boundaries (Q2928491) (← links)
- (Q3211740) (← links)
- Optimal control of a phase field model for solidification (Q3211869) (← links)
- (Q3308439) (← links)
- (Q3312628) (← links)
- Nonlinear Optimal Control Problems in Heat Conduction (Q3316078) (← links)
- (Q3317468) (← links)
- (Q3322504) (← links)
- A parabolic variational inequality arising from the valuation of fixed rate mortgages (Q3373763) (← links)
- Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries (Q3402359) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- (Q3469502) (← links)
- (Q3475652) (← links)
- (Q3490404) (← links)
- CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132) (← links)
- Finite Horizon Optimal Investment and Consumption with Transaction Costs (Q3557961) (← links)
- (Q3630867) (← links)
- (Q3635257) (← links)
- (Q3665521) (← links)
- (Q3722986) (← links)
- (Q3728497) (← links)
- (Q3737877) (← links)
- (Q3764556) (← links)
- Periodic solutions for a thermostat control problem (Q3782311) (← links)
- (Q3784548) (← links)
- (Q3829902) (← links)
