Jianing Zhang

Available identifiers

zbMath Open zhang.jianingMaRDI QIDQ254503

List of research outcomes

Publication	Date of Publication	Type
Time-consistency of risk measures with GARCH volatilities and their estimation	2016-03-08	Paper
DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS	2015-04-24	Paper
Forward-backward systems for expected utility maximization	2014-08-27	Paper
Optimal dual martingales, their analysis, and application to new algorithms for Bermudan products	2014-01-23	Paper
Existence and stability of measure solutions for BSDE with generators of quadratic growth	2013-06-12	Paper
SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION	2011-10-24	Paper
FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity	2011-08-04	Paper
Results on Numerics for FBSDE with Drivers of Quadratic Growth	2011-05-31	Paper

Research outcomes over time

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