Jian-hao Kang

MaRDI QIDQ2020523zbMATH OpenFDO

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
Stochastic linear-quadratic control problems with affine constraints Systems & Control Letters	2024-08-21	Paper
Vibration and buckling analysis of a rotating annular plate subjected to a compressive centrifugal body force International Journal of Structural Stability and Dynamics	2024-04-26	Paper
Consumption and portfolio optimization solvable problems with recursive preferences	2023-07-30	Paper
Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications Communications in Nonlinear Science and Numerical Simulation	2023-06-09	Paper
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility Physica A	2022-08-11	Paper
Variance and volatility swaps valuations with the stochastic liquidity risk Physica A	2022-01-19	Paper
Robust equilibrium strategy for mean-variance-skewness portfolio selection problem	2022-01-17	Paper
Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model Journal of Computational and Applied Mathematics	2021-04-23	Paper
Optimal Control Problems Governed by MFSDEs with multi-defaults	N/A	Paper
Stochastic Linear-quadratic Control Problems with Affine Constraints	N/A	Paper

Research outcomes over time

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