Jia Yue

Available identifiers

Publication	Date of Publication	Type
Optimal R\&D investment problem with regime-switching	2024-09-20	Paper
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks	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	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	2020-07-16	Paper
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity	2019-11-28	Paper
Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications	2019-06-27	Paper
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE	2019-06-24	Paper
Neutral and indifference pricing with stochastic correlation and volatility	2019-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4603524	2018-02-15	Paper
Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim	2017-09-12	Paper

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