Jianqi Yang

Available identifiers

Publication	Date of Publication	Type
Approximate pricing of discrete maximum valued options	2021-09-29	Paper
Pricing reset options in asymmetric double exponential jump-diffusion models	2019-09-20	Paper
Pricing forward-starting options in double exponential jump-diffusion models	2017-10-20	Paper
Markets with asymmetric information and minimal martingale measure	2016-08-10	Paper
Quadratic hedging problems for non-tradable assets	2016-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q3461405	2016-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3462860	2016-01-15	Paper
Quadratic hedging strategies under inner information	2012-06-01	Paper
Risk-minimizing hedging strategies with restricted information and cost	2011-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3071828	2011-02-05	Paper
Mixed hedging under additive market price information	2010-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3405337	2010-02-12	Paper
A minimizing shortfall risk strategy for an insider	2009-11-11	Paper
Utility indifference pricing and hedging to stochastic volatility model	2008-06-03	Paper
Martingale measures in the market with restricted information	2007-03-05	Paper

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