The following pages link to Baojun Bian (Q186584):
Displaying 50 items.
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
- Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion (Q279993) (← links)
- Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
- The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (Q449296) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- A structural condition for microscopic convexity principle (Q983462) (← links)
- Convexity preserving for fully nonlinear parabolic integro-differential equations (Q1027116) (← links)
- A remark on the uniqueness of the harmonic maps (Q1192381) (← links)
- The regularity of viscosity solutions for a class of fully nonlinear equations (Q1201567) (← links)
- Dirichlet problem for the implicit obstacle problems (Q1288208) (← links)
- A note on regularity for a class of quasilinear elliptic equations (Q1589805) (← links)
- Turnpike property and convergence rate for an investment model with general utility functions (Q1623978) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- Optimal investment and dividend policy in an insurance company: a varied bound for dividend rates (Q2321145) (← links)
- A microscopic convexity principle for nonlinear partial differential equations (Q2390927) (← links)
- Turnpike property and convergence rate for an investment and consumption model (Q2422169) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Uniqueness of viscosity solutions of fully nonlinear second order parabolic PDE's (Q2640779) (← links)
- (Q2782852) (← links)
- (Q2782854) (← links)
- (Q2782868) (← links)
- A constant rank theorem for quasiconcave solutions of fully nonlinear partial differential equations (Q2884643) (← links)
- (Q3014477) (← links)
- (Q3014484) (← links)
- (Q3110451) (← links)
- (Q3351795) (← links)
- (Q3351816) (← links)
- A parabolic variational inequality arising from the valuation of fixed rate mortgages (Q3373763) (← links)
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- (Q3573781) (← links)
- (Q3582123) (← links)
- (Q3611227) (← links)
- (Q3814107) (← links)
- (Q3979536) (← links)
- (Q4260800) (← links)
- (Q4277606) (← links)
- (Q4450400) (← links)
- (Q4495305) (← links)
- Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model (Q4653939) (← links)
- (Q4783009) (← links)
- (Q4822179) (← links)
- (Q4844605) (← links)
- (Q4868959) (← links)
- (Q4926097) (← links)
- (Q4999199) (← links)
