Ben-Zhang Yang

Available identifiers

Publication	Date of Publication	Type
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks	2024-04-17	Paper
A stochastic goodwill model depending on quality level and advertising	2023-10-10	Paper
Valuation of European crude oil options with co-jump diffusions and stochastic interest rate	2023-04-24	Paper
Asset prices with investor protection and past information	2023-03-29	Paper
Continuous time mean–variance–utility portfolio problem and its equilibrium strategy	2022-12-01	Paper
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility	2022-08-11	Paper
Variance and volatility swaps valuations with the stochastic liquidity risk	2022-01-19	Paper
Robust equilibrium strategy for mean-variance-skewness portfolio selection problem	2022-01-17	Paper
Asset Prices with Investor Protection and Survival Analysis of Shareholders in the Cross-Sectional Economy	2021-10-11	Paper
Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory	2021-10-08	Paper
Robust portfolio optimization with multi-factor stochastic volatility	2020-07-14	Paper
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity	2019-11-28	Paper
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE	2019-06-24	Paper

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