Jia Yue

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
Optimal R\&D investment problem with regime-switching Journal of Optimization Theory and Applications	2024-09-20	Paper
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks Mathematics and Computers in Simulation	2024-04-17	Paper
Stochastic Integrals on Predictable Sets of Interval Type with Financial Applications	2023-11-07	Paper
Asset prices with investor protection and past information Journal of Industrial and Management Optimization	2023-03-29	Paper
Asset Prices with Investor Protection and Survival Analysis of Shareholders in the Cross-Sectional Economy	2021-10-11	Paper
Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration Journal of Industrial and Management Optimization	2020-07-16	Paper
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity Applied Mathematics and Computation	2019-11-28	Paper
Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications Computers & Mathematics with Applications	2019-06-27	Paper
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE International Journal of Theoretical and Applied Finance	2019-06-24	Paper
Neutral and indifference pricing with stochastic correlation and volatility Journal of Industrial and Management Optimization	2019-02-05	Paper
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process	2018-02-15	Paper
Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim Optimization	2017-09-12	Paper

Research outcomes over time

This page was built for person: Jia Yue