Yinan Ni

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!

Publication	Date of Publication	Type
The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises Applied Mathematics Letters	2024-08-30	Paper
An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects Quantitative Finance	2022-07-22	Paper
A time-changed stochastic control problem and its maximum principle maximum principle Probability and Mathematical Statistics	2022-02-14	Paper
Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities Quantitative Finance	2021-12-01	Paper
Path stability of stochastic differential equations driven by time-changed Lévy noises	2018-05-04	Paper
Stability of the solution of stochastic differential equation driven by time-changed Lévy noise Proceedings of the American Mathematical Society	2017-05-04	Paper
Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients Journal of Mathematical Analysis and Applications	2016-05-11	Paper
Stability of stochastic differential equation driven by time-changed L\'evy noise	2016-04-25	Paper

Research outcomes over time

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