The following pages link to Weidong Tian (Q377794):
Displaying 26 items.
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- (Q406269) (redirect page) (← links)
- Spanning with indexes (Q406270) (← links)
- (Q477785) (redirect page) (← links)
- Optimal risk-sharing under mutually singular beliefs (Q477786) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- (Q1599551) (redirect page) (← links)
- The Riccati equation in mathematical finance. (Q1599553) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- The financial market: not as big as you think (Q2633452) (← links)
- A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- The Valuation of American Options for a Class of Diffusion Processes (Q3114791) (← links)
- (Q3480185) (← links)
- (Q3974301) (← links)
- (Q4037986) (← links)
- (Q4245159) (← links)
- Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600) (← links)
- Comparative statics under <i>κ</i>‐ambiguity for log‐Brownian asset prices (Q4584824) (← links)
- Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
