Siyu Lv

Available identifiers

Publication	Date of Publication	Type
Solving a class of zero-sum stopping game with regime switching	2024-11-12	Paper
Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching	2024-10-22	Paper
Solving a class of zero-sum stopping game with regime switching	2023-03-28	Paper
The Dynkin game with regime switching and applications to pricing game options	2022-07-05	Paper
Infinite horizon reflected backward stochastic differential equations with Markov chains	2021-10-28	Paper
Controller-and-Stopper Stochastic Differential Games with Regime Switching	2021-09-21	Paper
Two-player zero-sum stochastic differential games with regime switching	2020-04-17	Paper
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance	2018-11-15	Paper
Optimal switching under a hybrid diffusion model and applications to stock trading	2018-10-17	Paper
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market	2016-05-20	Paper
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching	2016-04-15	Paper

This page was built for person: Siyu Lv