Shengjie Yue

Available identifiers

zbMath Open yue.shengjieMaRDI QIDQ1727062

List of research outcomes

Publication	Date of Publication	Type
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate	2023-07-03	Paper
Pricing vulnerable European options under Lévy process with stochastic volatility	2019-02-20	Paper
Optimal stochastic control problem for general linear dynamical systems in neuroscience	2018-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q5260619	2015-06-29	Paper
Optimal reinsurance and investment problem for an insurer with counterparty risk	2015-05-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Shengjie Yue