| Publication | Date of Publication | Type |
|---|
The pricing of total loss absorption capacity bonds in a jump-diffusion model with regime-switching
Quantitative Finance | 2026-01-28 | Paper |
Dynamic incentive contracts with controllable risk
Journal of Economic Dynamics & Control | 2025-12-02 | Paper |
Financial decisions involving credit default swaps over the business cycle
Journal of Economic Dynamics and Control | 2024-07-04 | Paper |
Simple contracts with double-sided moral hazard and adverse selection
Economics Letters | 2024-05-07 | Paper |
Optimal robust reinsurance contracts with investment strategy under variance premium principle
Mathematical Control and Related Fields | 2024-04-12 | Paper |
| The equilibrium analysis on the insurance, reinsurance and investment in an Ornstein-Uhlenbeck model | 2024-02-07 | Paper |
Two-stage investment, loan guarantees and share buybacks
Journal of Economic Dynamics and Control | 2023-11-15 | Paper |
Pricing contingent convertibles with idiosyncratic risk
International Journal of Economic Theory | 2023-10-23 | Paper |
Optimal design of accelerated degradation test based on the combination forecast method for products with uncertain degradation models
Engineering Optimization | 2023-10-10 | Paper |
The timing of debt renegotiation and its implications for irreversible investment and capital structure
Quantitative Finance | 2023-06-20 | Paper |
Investment, consumption smoothing with credit guarantee and adverse selection
Journal of Industrial and Management Optimization | 2023-04-24 | Paper |
Novel learning functions design based on the probability of improvement criterion and normalization techniques
Applied Mathematical Modelling | 2022-12-21 | Paper |
Hedging-based utility risk measure customized for individual investors
Operations Research Letters | 2022-10-17 | Paper |
Field degradation modeling and prognostics under time-varying operating conditions: a Bayesian based filtering algorithm
Applied Mathematical Modelling | 2021-09-21 | Paper |
Real option duopolies with quasi-hyperbolic discounting
Journal of Economic Dynamics and Control | 2020-01-31 | Paper |
Reliability assessment of CNC machining center based on Weibull neural network
Mathematical Problems in Engineering | 2018-08-27 | Paper |
Real options and contingent convertibles with regime switching
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
| Optimal investment and financing with credit guarantee | 2018-01-29 | Paper |
Investment, agency conflicts, debt maturity, and loan guarantees by negotiation
Annals of Finance | 2017-11-16 | Paper |
| Investment and financing decisions under optimal long-term contracting | 2017-10-20 | Paper |
| Enterprise investment and financing research based on decision of traits manager | 2017-10-20 | Paper |
Investment and financing for SMEs with a partial guarantee and jump risk
European Journal of Operational Research | 2016-10-07 | Paper |
Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk
European Journal of Operational Research | 2016-07-06 | Paper |
The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds
Indian Journal of Pure & Applied Mathematics | 2016-03-08 | Paper |
| The expected discounted penalty function for risk models with two classes of claims under multiple thresholds | 2014-06-30 | Paper |
Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
Journal of Mathematical Economics | 2014-04-10 | Paper |
Arbitrage-free interval and dynamic hedging in an illiquid market
Quantitative Finance | 2014-02-20 | Paper |
Dividend payments in a risk model perturbed by diffusion with multiple thresholds
Stochastic Analysis and Applications | 2014-02-11 | Paper |
Optimal capital structure with an equity-for-guarantee swap
Economics Letters | 2013-07-26 | Paper |
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
Statistics & Probability Letters | 2012-08-30 | Paper |
Consumption utility-based pricing and timing of the option to invest with partial information
Computational Economics | 2012-07-03 | Paper |
| Estimation and application of geometric mean-reversion model | 2011-09-29 | Paper |
Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus
Mathematical Methods of Operations Research | 2011-09-20 | Paper |
A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA
Journal of Probability and Statistics | 2010-12-01 | Paper |
| Optimal investment for minimizing the probability of lifetime ruin | 2010-07-08 | Paper |
On the non-equilibrium density of geometric mean reversion
Statistics & Probability Letters | 2010-04-01 | Paper |
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS
International Journal of Theoretical and Applied Finance | 2009-08-03 | Paper |
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Mathematical Methods of Operations Research | 2009-03-25 | Paper |
| scientific article; zbMATH DE number 5504783 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504942 (Why is no real title available?) | 2009-02-09 | Paper |
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| scientific article; zbMATH DE number 5181083 (Why is no real title available?) | 2007-08-20 | Paper |
| scientific article; zbMATH DE number 5153055 (Why is no real title available?) | 2007-05-15 | Paper |
| scientific article; zbMATH DE number 5116661 (Why is no real title available?) | 2007-01-19 | Paper |
| scientific article; zbMATH DE number 5048385 (Why is no real title available?) | 2006-08-23 | Paper |
| scientific article; zbMATH DE number 2189785 (Why is no real title available?) | 2005-08-01 | Paper |
Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates.
Journal of Applied Mathematics and Computing | 2004-09-28 | Paper |
Explicit expressions for the valuation and hedging of the arithmetic Asian option
Journal of Systems Science and Complexity | 2004-06-18 | Paper |
Principle of precision micro-drilling with axial vibration of low frequency
International Journal of Production Research | 2003-10-09 | Paper |
| scientific article; zbMATH DE number 1778104 (Why is no real title available?) | 2002-08-11 | Paper |
The hedging strategy of an Asian option
Acta Mathematicae Applicatae Sinica | 2001-05-06 | Paper |
| scientific article; zbMATH DE number 1348897 (Why is no real title available?) | 1999-10-07 | Paper |
| scientific article; zbMATH DE number 987415 (Why is no real title available?) | 1997-07-14 | Paper |
| scientific article; zbMATH DE number 991063 (Why is no real title available?) | 1997-06-11 | Paper |
| scientific article; zbMATH DE number 850950 (Why is no real title available?) | 1996-07-11 | Paper |
| scientific article; zbMATH DE number 613246 (Why is no real title available?) | 1995-02-12 | Paper |
