Yu-lian Fan

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
Optimal insurance design under belief-dependent utility and ambiguity Mathematics and Financial Economics	2024-01-10	Paper
Path-dependent dynamic programming principles and related path-dependent PDEs under $G$-expectation SCIENTIA SINICA Mathematica	2022-03-21	Paper
A belief-dependent utility model Acta Mathematicae Applicatae Sinica. English Series	2021-11-04	Paper
The PDEs and numerical scheme for derivatives under uncertainty volatility Mathematical Problems in Engineering	2020-02-20	Paper
The solution of the optimal insurance problem with background risk Journal of Function Spaces	2019-06-19	Paper
The quasi-sure limit of convex combinations of nonnegative measurable functions Journal of Function Spaces	2019-03-21	Paper
The pricing of Asian options in uncertain volatility model Mathematical Problems in Engineering	2019-02-08	Paper
The nonlinear terminal-boundary problems for barrier options Advances in Intelligent and Soft Computing	2013-07-10	Paper
Some apriori estimates of G-BSDEs and the G-martingale representation for a special case	2013-03-05	Paper
Conditional G-expectation in $\mathbb{L}^{p}$ and related It\^o's calculus	2013-02-25	Paper
The risk transfer of non-tradable risks under model uncertainty Acta Mathematica Sinica, English Series	2012-11-07	Paper
Option pricing by the backward stochastic differential equation method and the equivalent probability martingale measure in the jump-diffusion model	2010-07-08	Paper
Project investment timing analysis when the return flow is discontinuous	2008-08-06	Paper
RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions Science in China. Series A	2007-01-24	Paper

Research outcomes over time

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