Rui-cheng Yang

Available identifiers

zbMath Open yang.ruichengMaRDI QIDQ462270

List of research outcomes

Publication	Date of Publication	Type
A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds	2024-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q3381550	2021-09-29	Paper
Valuing credit default swap under a double exponential jump diffusion model	2014-11-03	Paper
The valuation of credit default swap based on the continous diffusion process under the condition of random liabilities	2012-09-14	Paper
A structural jump-diffusion model for pricing collateralized debt obligations tranches	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	2009-01-08	Paper
Optimal proportional reinsurance model with transaction costs	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
https://portal.mardi4nfdi.de/entity/Q3441559	2007-05-30	Paper
Optimal impulse and regular control strategies for proportional reinsurance problem	2005-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q4670066	2005-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q4664959	2005-04-09	Paper
https://portal.mardi4nfdi.de/entity/Q4662962	2005-03-30	Paper

Research outcomes over time

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