Ruyi Liu

Available identifiers

zbMath Open liu.ruyiMaRDI QIDQ1711318

List of research outcomes

Publication	Date of Publication	Type
Group sequential two-stage preference designs	2024-10-31	Paper
Penalization schemes for BSDEs and reflected BSDEs with generalized driver	2024-09-30	Paper
Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon	2023-09-22	Paper
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations	2023-01-18	Paper
Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs	2022-12-24	Paper
An optimal pricing policy under a Markov chain model	2022-05-04	Paper
Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses	2020-03-24	Paper
Well-posedness of fully coupled linear forward-backward stochastic differential equations	2019-06-04	Paper
Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations	2019-01-17	Paper

Research outcomes over time

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