Jing-Yang Yang

Available identifiers

zbMath Open yang.jingyangMaRDI QIDQ990577

List of research outcomes

Publication	Date of Publication	Type
Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem	2012-10-05	Paper
On reset option pricing in binomial market with both fixed and proportional transaction costs	2010-09-01	Paper
On barrier option pricing in binomial market with transaction costs	2007-09-19	Paper

Research outcomes over time

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