Jing-Yang Yang
From MaRDI portal
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 |
|---|---|---|
| Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem Applied Mathematics. Series B (English Edition) | 2012-10-05 | Paper |
| On reset option pricing in binomial market with both fixed and proportional transaction costs Applied Mathematics and Computation | 2010-09-01 | Paper |
| On barrier option pricing in binomial market with transaction costs Applied Mathematics and Computation | 2007-09-19 | Paper |
Research outcomes over time
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