The following pages link to Yang Shen (Q249988):
Displaying 50 items.
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Applications of affine structures to Calabi-Yau moduli spaces (Q344405) (← links)
- The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem (Q392462) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- A revisit to stochastic near-optimal controls: the critical case (Q899111) (← links)
- A closed-form solution to video matting of natural snow (Q989585) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- A general approach to fast prototype the topology of braided structures (Q1625289) (← links)
- Torsion of a functionally graded material (Q1626046) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Detecting and extracting natural snow from videos (Q1675881) (← links)
- Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
- Fractional-derivative Maxwell Kelvin model for ``5+4'' viscoelastic damping wall subjected to large deformation (Q1792957) (← links)
- Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching (Q1949684) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Invariant algebraic curves and hyperelliptic limit cycles of Liénard systems (Q2037344) (← links)
- Hearing the shape of right triangle billiard tables (Q2075094) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Multinational production and the skill premium (Q2096209) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Investigation on the three-dimensional shock wave/turbulence boundary layer control induced by the secondary recirculation jets (Q2129520) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- The nonlinear characteristics of the pulsations, translations and the secondary Bjerknes force (Q2169597) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- A new multiscale algorithm for solving second order boundary value problems (Q2189711) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- A dynamic pricing game for general insurance market (Q2226275) (← links)
- Design and application of genetic algorithm based on signal game and newsboy model for optimizing supply chain (Q2232681) (← links)
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
- Longevity bond pricing under stochastic interest rate and mortality with regime-switching (Q2252285) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- Boundedness of the period maps and global Torelli theorem (Q2400404) (← links)
- Valuation of risk-based premium of DB pension plan with terminations (Q2415963) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
