Qingqing Yang

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
Branch flow distribution approach and its application in the calculation of fractional flow reserve in stenotic coronary artery Mathematical Biosciences and Engineering	2022-11-02	Paper
Generalized optimal liquidation problems across multiple trading venues Journal of Industrial and Management Optimization	2022-08-23	Paper
Effect of institutional deleveraging on option valuation problems Journal of Industrial and Management Optimization	2021-09-10	Paper
Trading strategy with stochastic volatility in a limit order book market Decisions in Economics and Finance	2020-07-08	Paper
A Markov-driven portfolio execution strategy with market impact Numerical Mathematics: Theory, Methods and Applications	2019-09-20	Paper
Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales Journal of Industrial and Management Optimization	2019-06-21	Paper
Robust Adaptive Beamforming Based on Conjugate Gradient Algorithms IEEE Transactions on Signal Processing	2019-02-08	Paper
Market-making strategy with asymmetric information and regime-switching Journal of Economic Dynamics and Control	2018-08-13	Paper
Optimal Liquidation Problems in a Randomly-Terminated Horizon	2017-09-18	Paper
The sufficient condition of symmetrical MSOR convergence for one type of 2-cyclic coefficient matrix	2015-02-11	Paper
The comparison theorem of a new preconditioned USSOR iterative method Basic Sciences Journal of Textile Universities	2014-11-03	Paper
On multi-unit demand of dynamic sequential auctions in revenue management	2008-01-14	Paper

Research outcomes over time

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