The following pages link to Gechun Liang (Q316897):
Displaying 35 items.
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- The credit risk and pricing of OTC options (Q2471735) (← 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)
- Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Applications of copula theory in credit risk (Q2886005) (← links)
- A modified structural model for credit risk (Q2909350) (← links)
- THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL (Q2998844) (← links)
- A Multiperiod Bank Run Model for Liquidity Risk* (Q4554577) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Fully coupled forward–backward stochastic dynamics and functional differential systems (Q5251124) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
- A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation (Q6397861) (← links)
- A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem (Q6503869) (← links)
- Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent (Q6515557) (← links)
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition (Q6592144) (← links)
- Callable convertible bonds under liquidity constraints and hybrid priorities (Q6667268) (← links)
- Zero-sum Dynkin games under common and independent Poisson constraints (Q6752959) (← links)
