The following pages link to Junjian Yang (Q252412):
Displayed 29 items.
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- Some inequalities related to \(2\times 2\) block sector partial transpose matrices (Q2069372) (← links)
- New proofs on two recent inequalities for unitarily invariant norms (Q2069438) (← links)
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Weighted geometric mean of two accretive matrices (Q2218269) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Some determinantal inequalities for accretive-dissipative matrices (Q2250357) (← links)
- Squaring operator α-geometric mean inequality (Q2790797) (← links)
- A note on a Wielandt type norm inequality (Q2960571) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- (Q3073121) (← links)
- (Q3463204) (← links)
- (Q3466534) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- Schatten <i>q</i>-norms and determinantal inequalities for matrices with numerical ranges in a sector (Q4646639) (← links)
- A note on a conjectured singular value inequality related to a linear map (Q4988373) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- Some singular value inequalities related to linear maps (Q5081258) (← links)
- A refinement of Rotfel'd type inequality for partitioned matrices with numerical ranges in a sector (Q5227936) (← links)
- A note on more inequalities for sector matrices (Q5243803) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
- Inequalities on 2 × 2 block accretive matrices (Q5882469) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Principal-agent problem with multiple principals (Q6164111) (← links)
- Partial trace inequalities for partial transpose of positive semidefinite block matrices (Q6197117) (← links)
- Singular value inequalities of matrices with concave functions (Q6200305) (← links)
- A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality (Q6270053) (← links)