Yingxu Tian

Available identifiers

zbMath Open tian.yingxuMaRDI QIDQ1983738

List of research outcomes

Publication	Date of Publication	Type
Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process	2022-07-07	Paper
Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing	2022-07-07	Paper
Optimal mean-variance reinsurance in a financial market with stochastic rate of return	2021-09-10	Paper
Pricing perpetual American swaption	2021-07-30	Paper
European option pricing under stochastic volatility jump-diffusion models with transaction cost	2020-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q5209114	2020-01-22	Paper
Skew CIR process, conditional characteristic function, moments and bond pricing	2019-08-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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