Rui-cheng Yang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds Discrete Dynamics in Nature and Society	2024-09-18	Paper
Identifying the deteriorated risk of corporation credit level with UTADIS method	2021-09-29	Paper
Valuing credit default swap under a double exponential jump diffusion model Applied Mathematics. Series B (English Edition)	2014-11-03	Paper
The valuation of credit default swap based on the continous diffusion process under the condition of random liabilities Ludong University Journal. Natural Science Edition	2012-09-14	Paper
A structural jump-diffusion model for pricing collateralized debt obligations tranches Applied Mathematics. Series B (English Edition)	2011-09-29	Paper
Discussion on a class of impulse consumption control strategy of optimal stochastic problem	2011-08-16	Paper
The debt-relief credit risk bond pricing with time-varying default boundary	2011-08-16	Paper
Optimal strategies of consumption and portfolio problem with interest spreads of deposit and loan	2011-02-05	Paper
CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading Journal of Mathematical Analysis and Applications	2009-01-08	Paper
Optimal proportional reinsurance model with transaction costs Journal of Applied Mathematics and Computing	2008-10-21	Paper
Optimal impulse and regular control strategies on proportional reinsurance model	2008-08-06	Paper
Optimal singular stochastic control problem with pay-off and complementary functions	2008-01-14	Paper
scientific article; zbMATH DE number 5159430 (Why is no real title available?)	2007-05-30	Paper
Optimal impulse and regular control strategies for proportional reinsurance problem Journal of Applied Mathematics and Computing	2005-08-25	Paper
scientific article; zbMATH DE number 2157457 (Why is no real title available?)	2005-04-15	Paper
scientific article; zbMATH DE number 2157457 (Why is no real title available?)	2005-04-15	Paper
scientific article; zbMATH DE number 2154438 (Why is no real title available?)	2005-04-09	Paper
scientific article; zbMATH DE number 2150398 (Why is no real title available?)	2005-03-30	Paper

Research outcomes over time

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