Jian-hao Kang

Available identifiers

zbMath Open kang.jian-haoMaRDI QIDQ2020523

List of research outcomes

Publication	Date of Publication	Type
Stochastic linear-quadratic control problems with affine constraints	2024-08-21	Paper
Vibration and buckling analysis of a rotating annular plate subjected to a compressive centrifugal body force	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	2023-06-09	Paper
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility	2022-08-11	Paper
Variance and volatility swaps valuations with the stochastic liquidity risk	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	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

This page was built for person: Jian-hao Kang