Jianwei Lin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Portfolio-consumption choice problem with voluntary retirement and consumption constraints Journal of Computational and Applied Mathematics	2024-06-17	Paper
Indifference pricing of credit default swaps in a multi-period model Journal of Industrial and Management Optimization	2023-06-23	Paper
Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size	2021-07-01	Paper
Pricing of multi-party guarantee corporate bonds in the context of stochastic interest rates	2021-04-26	Paper
Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model	2020-08-12	Paper
Analyzing pricing of convertible bonds with stochastic interest rate model	2019-10-02	Paper
A study on the valuation of the corporate debt with the finite maturity under Chapter 11 of the US bankruptcy code and optimal bankruptcy boundary	2019-06-21	Paper
scientific article; zbMATH DE number 6907858 (Why is no real title available?)	2018-07-18	Paper
Pricing of perpetual corporate debt with default capital reorganization in jump-diffusion model	2018-05-25	Paper
The singular chromatic number of a graph. Ars Combinatoria	2016-05-04	Paper
Pricing of perpetual corporate debt and optimal capital structure in jump-diffusion model	2015-10-28	Paper
The domination number of \(K_n^3\) Discussiones Mathematicae Graph Theory	2014-07-28	Paper
Pricing corporate debt with finite maturity and chapter 11 proceedings Quantitative Finance	2014-03-04	Paper
Vertex rainbow colorings of graphs Discussiones Mathematicae. Graph Theory	2012-09-05	Paper
Rainbow trees in small cubic graphs	2011-08-24	Paper
The valuation of the basket CDS in a primary-subsidiary model Asia-Pacific Journal of Operational Research	2011-05-11	Paper
Pricing formula of perpetual Bermudan option	2010-02-12	Paper
Pricing of the corporate debt with the finite default observation period	2009-11-11	Paper
A stable interior point method for convex quadratic programming	2009-07-22	Paper
Pricing of perpetual American and Bermudan options by binomial tree method Frontiers of Mathematics in China	2008-03-31	Paper

Research outcomes over time

This page was built for person: Jianwei Lin