| Publication | Date of Publication | Type |
|---|
Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
Acta Mathematicae Applicatae Sinica. English Series | 2024-04-22 | Paper |
Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
Probability, Uncertainty and Quantitative Risk | 2023-11-21 | Paper |
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets
SIAM Journal on Financial Mathematics | 2023-03-31 | Paper |
A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations
Journal of Mathematical Analysis and Applications | 2022-09-30 | Paper |
Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Lp (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Portfolio choices: comparative statics under both expected return and volatility uncertainty
Quantitative Finance | 2021-12-01 | Paper |
Generalized entropic risk measures and related BSDEs
Statistics & Probability Letters | 2021-11-12 | Paper |
\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients
Chinese Annals of Mathematics. Series B | 2021-08-19 | Paper |
A generalized stochastic differential utility driven by \(G\)-Brownian motion
Mathematics and Financial Economics | 2020-06-18 | Paper |
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Electronic Communications in Probability | 2020-05-26 | Paper |
Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs
Electronic Communications in Probability | 2020-05-26 | Paper |
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
ESAIM: Probability and Statistics | 2020-05-18 | Paper |
Representation theorems for WVaR with respect to a capacity
Statistics & Probability Letters | 2020-01-20 | Paper |
| Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon | 2019-10-02 | Paper |
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
Statistics & Probability Letters | 2019-09-05 | Paper |
Comparative statics under \(\kappa\)-ambiguity for \(\log\)-Brownian asset prices
International Journal of Economic Theory | 2018-09-04 | Paper |
| Stochastic differential games with state constraints and Isaacs equations with nonlinear Neumann problems | 2017-05-11 | Paper |
Uncertainty orders on the sublinear expectation space
Open Mathematics | 2016-10-04 | Paper |
On the minimal members of convex expectations with constraints
Journal of Inequalities and Applications | 2016-03-17 | Paper |
Quasiconvex risk statistics with scenario analysis
Mathematics and Financial Economics | 2015-04-29 | Paper |
| Representation theorem for AVaR under a submodular capacity | 2015-02-11 | Paper |
Optimal risk-sharing under mutually singular beliefs
Mathematical Social Sciences | 2014-12-09 | Paper |
| Integrable solutions to BSDEs with quasi-Hölder continuous generators | 2014-06-30 | Paper |
\(L^p\) solutions to backward stochastic differential equations with discontinuous generators
Statistics & Probability Letters | 2013-05-13 | Paper |
A note on convex risk statistic
Operations Research Letters | 2013-03-05 | Paper |
| On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients | 2011-07-19 | Paper |
One-dimensional BSDEs with finite and infinite time horizons
Stochastic Processes and their Applications | 2011-07-08 | Paper |
On the existence of solutions to BSDEs with generalized uniformly continuous generators
Statistics & Probability Letters | 2010-05-05 | Paper |
