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 |
|---|---|---|
| Pricing foreign equity options under a regime-switching model with liquidity risk and default risk Communications in Statistics. Theory and Methods | 2025-07-25 | Paper |
| Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
| Pricing vulnerable European options under Lévy process with stochastic volatility Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
| Optimal stochastic control problem for general linear dynamical systems in neuroscience Advances in Mathematical Physics | 2018-10-23 | Paper |
| The dividend problems for a discrete Markov risk model with stochastic return | 2015-06-29 | Paper |
| Optimal reinsurance and investment problem for an insurer with counterparty risk Insurance Mathematics & Economics | 2015-05-26 | Paper |
Research outcomes over time
This page was built for person: Shengjie Yue
