Shengjie Yue

From MaRDI portal
Person:1727062

Available identifiers

zbMath Open yue.shengjieMaRDI QIDQ1727062

List of research outcomes





PublicationDate of PublicationType
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate2023-07-03Paper
Pricing vulnerable European options under Lévy process with stochastic volatility2019-02-20Paper
Optimal stochastic control problem for general linear dynamical systems in neuroscience2018-10-23Paper
https://portal.mardi4nfdi.de/entity/Q52606192015-06-29Paper
Optimal reinsurance and investment problem for an insurer with counterparty risk2015-05-26Paper

Research outcomes over time

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