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
Optimal Control Problems Governed by MFSDEs with multi-defaults (available as arXiv preprint)	N/A	Paper
Stochastic Linear-quadratic Control Problems with Affine Constraints (available as arXiv preprint)	N/A	Paper
Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion Communications in Nonlinear Science and Numerical Simulation	2026-07-16	Paper
Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion (available as arXiv preprint)	2026-01-01	Paper
Robust equilibrium strategy for mean-variance-skewness portfolio selection problem with long memory Journal of Optimization Theory and Applications	2025-07-28	Paper
Consumption and portfolio optimization solvable problems with recursive preferences Communications in Nonlinear Science and Numerical Simulation	2025-04-11	Paper
Nash Equilibria of Noncooperative/Mixed Differential Games with Density Constraints in Infinite Dimensions (available as arXiv preprint)	2025-01-01	Paper
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
Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints (available as arXiv preprint)	2024-01-01	Paper
Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model (available as arXiv preprint)	2024-01-01	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
Robust equilibrium strategy for mean-variance-skewness portfolio selection problem (available as arXiv preprint)	2022-01-01	Paper
Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model Journal of Computational and Applied Mathematics	2021-04-23	Paper

Research outcomes over time

This page was built for person: Jian-hao Kang