The following pages link to Zhou Yang (Q255508):
Displayed 45 items.
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Leverage management in a bull-bear switching market (Q311005) (← links)
- A note on finite horizon optimal investment and consumption with transaction costs (Q316893) (← links)
- A positive solution of a \(p\)-Laplace-like equation with critical growth (Q385864) (← links)
- Bayesian image restoration using a large-scale total patch variation prior (Q410374) (← links)
- Some generalizations to the concentration-compactness principle (Q600390) (← links)
- Stability analysis and vibration characteristics of an axially moving plate in aero-thermal environment (Q683580) (← links)
- The regularity of the free boundary for strike reset option (Q716513) (← links)
- Mechanical characteristics and nonlinear dynamic response analysis of rotor-bearing-coupling system (Q823496) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- The stochastic control model for use conversion of land (Q2044117) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Reliability prediction based on Birnbaum-Saunders model and its application to smart meter (Q2150828) (← links)
- An exact non-equilibrium extrapolation scheme for pressure and velocity boundary conditions with large gradients in the lattice Boltzmann method (Q2245589) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Local classical solution of a free boundary problem for a coupled system (Q2386841) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Enhanced suppression of vibrational wave transmission in structures with periodically attached absorbers exploiting amplitude magnification mechanisms (Q2671728) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- (Q2888676) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- Optimal Stock Selling Based on the Global Maximum (Q3143238) (← links)
- (Q3428984) (← links)
- A free boundary problem arising from pricing convertible bond (Q3553772) (← links)
- A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048) (← links)
- (Q3630622) (← links)
- VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107) (← links)
- (Q3644511) (← links)
- (Q4809403) (← links)
- Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251) (← links)
- (Q5196227) (← links)
- Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
- (Q5320635) (← links)
- A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
- (Q5476084) (← links)
- (Q5483722) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Power law decay of stored pattern stability in sparse Hopfield neural networks (Q6052433) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)