Yan Ling Gu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Valuation of futures options with initial margin requirements and daily price limit
Acta Mathematica Sinica, English Series
2010-03-17Paper
Influence of fractality of fracture surfaces on stress and displacement fields at crack tips
Science in China. Series E
2009-12-15Paper
Converse comparison problems for reflected backward stochastic differential equations. I2009-03-06Paper
The effects of changing margin levels on futures options price
Journal of Systems Science and Complexity
2007-11-27Paper
Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
Stochastic Analysis and Applications
2005-05-23Paper
scientific article; zbMATH DE number 2058676 (Why is no real title available?)2004-03-16Paper
scientific article; zbMATH DE number 2016733 (Why is no real title available?)2003-12-11Paper


Research outcomes over time


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