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 investment with transaction costs based on exponential utility function: a parabolic double obstacle problem Applied Mathematics. Series B (English Edition) | 2012-10-05 | Paper |
| On reset option pricing in binomial market with both fixed and proportional transaction costs Applied Mathematics and Computation | 2010-09-01 | Paper |
| On barrier option pricing in binomial market with transaction costs Applied Mathematics and Computation | 2007-09-19 | Paper |
Research outcomes over time
This page was built for person: Jing-Yang Yang
