Xiangbo Meng

Available identifiers

Publication	Date of Publication	Type
One-dimensional reflected BSDEs and BSDEs with quadratic growth generators	2021-10-13	Paper
Uncertain strike lookback options pricing with floating interest rate	2021-06-30	Paper
European spread option pricing with the floating interest rate for uncertain financial market	2021-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q5198189	2019-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q4623637	2019-02-22	Paper
COVERAGE PERFORMANCE OF COGNITIVE RADIO NETWORKS POWERED BY RENEWABLE ENERGY	2017-10-20	Paper
Worst-case investment and reinsurance optimization for an insurer under model uncertainty	2017-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q5497515	2015-02-11	Paper
Investment strategy for insurers under mean-variance criterion without terminal constraint	2014-11-03	Paper
Optimal premium policy of an insurance firm with stochastic interest rates	2014-02-28	Paper
The solutions of a parabolic stochastic partial differential equation driven by Poisson and time-space white noises	2012-10-05	Paper
Stochastic Burgers equation driven by a fractional white noise for \(H>\dfrac12\)	2009-11-11	Paper

This page was built for person: Xiangbo Meng