| Publication | Date of Publication | Type |
|---|
Optimal dividend payout with path-dependent drawdown constraint
Applied Mathematics and Optimization | 2026-04-08 | Paper |
Finite horizon optimal dividend and capital injection problem driven by a jump-diffusion process
Communications in Nonlinear Science and Numerical Simulation | 2026-01-23 | Paper |
Continuous-time Markowitz's mean-variance model under different borrowing and saving rates
Journal of Optimization Theory and Applications | 2026-01-22 | Paper |
Optimal dividend payout problem under both diffusion risk and Poisson risk in finite horizon
Mathematical Control and Related Fields | 2025-02-26 | Paper |
Optimal ratcheting of dividend payout under Brownian motion surplus
SIAM Journal on Control and Optimization | 2024-09-20 | Paper |
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon
Mathematics of Operations Research | 2024-02-23 | Paper |
Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps
Applied Mathematics and Optimization | 2023-04-27 | Paper |
A free boundary problem arising from a multi-state regime-switching stock trading model
Journal of Differential Equations | 2022-09-15 | Paper |
A consumption-investment model with state-dependent lower bound constraint on consumption
Journal of Mathematical Analysis and Applications | 2022-08-24 | Paper |
Free boundary problem for an optimal investment problem with a borrowing constraint
Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon
SIAM Journal on Control and Optimization | 2021-07-15 | Paper |
A fully nonlinear free boundary problem for minimizing the ruin probability
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2020-06-11 | Paper |
An optimal investment problem with nonsmooth and nonconcave utility over a finite time horizon
SIAM Journal on Financial Mathematics | 2020-06-08 | Paper |
On a free boundary problem for an optimal investment problem with different interest rates
Communications in Mathematical Sciences | 2020-04-07 | Paper |
A fully nonlinear free boundary problem arising from optimal dividend and risk control model
Mathematical Control and Related Fields | 2019-12-18 | Paper |
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain
Journal of Differential Equations | 2018-12-03 | Paper |
| A free boundary problem in variational inequality with gradient constraint | 2018-10-22 | Paper |
A consumption-investment problem with constraints on minimum and maximum consumption rates
Journal of Computational and Applied Mathematics | 2018-04-16 | Paper |
A stochastic control problem and related free boundaries in finance
Mathematical Control and Related Fields | 2017-10-20 | Paper |
A free boundary problem arising from a stochastic optimal control model under controllable risk
Journal of Differential Equations | 2016-01-26 | Paper |
| Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon | 2015-07-03 | Paper |
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate
Stochastic Analysis and Applications | 2014-11-12 | Paper |
The free boundary problem of American butterfly option
Mathematical Methods in the Applied Sciences | 2014-01-29 | Paper |
