The following pages link to Zhaojun Yang (Q254738):
Displaying 50 items.
- The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739) (← links)
- Investment and financing for SMEs with a partial guarantee and jump risk (Q321131) (← links)
- Optimal capital structure with an equity-for-guarantee swap (Q356603) (← links)
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Field degradation modeling and prognostics under time-varying operating conditions: a Bayesian based filtering algorithm (Q821812) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Explicit expressions for the valuation and hedging of the arithmetic Asian option (Q1433535) (← links)
- Real options and contingent convertibles with regime switching (Q1655555) (← links)
- Reliability assessment of CNC machining center based on Weibull neural network (Q1665264) (← links)
- Investment, agency conflicts, debt maturity, and loan guarantees by negotiation (Q1680702) (← links)
- Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. (Q1880472) (← links)
- Hedging-based utility risk measure customized for individual investors (Q2084022) (← links)
- Novel learning functions design based on the probability of improvement criterion and normalization techniques (Q2109615) (← links)
- Real option duopolies with quasi-hyperbolic discounting (Q2291811) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk (Q2629730) (← links)
- Investment, consumption smoothing with credit guarantee and adverse selection (Q2698606) (← links)
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- (Q3122974) (← links)
- (Q3124314) (← links)
- (Q3132144) (← links)
- (Q3169468) (← links)
- (Q3415593) (← links)
- (Q3438283) (← links)
- OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599) (← links)
- (Q3573822) (← links)
- (Q3597864) (← links)
- (Q3599769) (← links)
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- (Q4544000) (← links)
- The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974) (← links)
- Principle of precision micro-drilling with axial vibration of low frequency (Q4706288) (← links)
- (Q4867555) (← links)
- (Q5165843) (← links)
- IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
- (Q5367928) (← links)
- (Q5371399) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- (Q5463035) (← links)
- (Q5483677) (← links)
- Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds (Q5746995) (← links)
- (Q5755339) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- Two-stage investment, loan guarantees and share buybacks (Q6087272) (← links)
- Optimal design of accelerated degradation test based on the combination forecast method for products with uncertain degradation models (Q6094325) (← links)
