E-LIB Suche - Ergebnisse für: Jiang, Lishang

1

Mathematical modeling and analysis of insolvency contagion ..:

Ren, Xuemin ; Jiang, Lishang
Operations Research Letters. 44 (2016) 6 - p. 779-783 , 2016

Link: https://doi.org/10.1016/..

2

On pricing of corporate securities in the case of jump-diff..:

Ren, Xue-min ; Jiang, Li-shang
Applied Mathematics-A Journal of Chinese Universities. 29 (2014) 2 - p. 205-216 , 2014

Link: https://doi.org/10.1007/..

3

A CLOSED-FORM SOLUTION FOR THE EXERCISE STRATEGY IN A REAL ..:

LIANG, JIN ; YANG, MING ; JIANG, LISHANG
SIAM Journal on Applied Mathematics. 73 (2013) 1 - p. 549-571 , 2013

Link: http://dx.doi.org/10.113..

4

Pricing corporate debt with finite maturity and chapter 11 ..:

Dai, Min ; Jiang, Lishang ; Lin, Jianwei
Quantitative Finance. 13 (2013) 12 - p. 1855-1861 , 2013

Link: https://doi.org/10.1080/..

5

A CLOSED-FORM SOLUTION FOR THE EXERCISE STRATEGY IN A REAL ..:

LIANG, JIN ; YANG, MING ; JIANG, LISHANG
SIAM Journal on Applied Mathematics. 73 (2013) 1 - p. 549-571 , 2013

Link: https://www.jstor.org/st..

6

Explicit formulas for pricing of callable mortgage-backed s..:

Qian, Xiao-song ; Jiang, Li-shang ; Xu, Cheng-long.
Journal of Mathematical Analysis and Applications. 393 (2012) 2 - p. 421-433 , 2012

Link: https://doi.org/10.1016/..

7

Optimal Decision for Selling an Illiquid Stock:

Bian, Baojun ; Dai, Min ; Jiang, Lishang..
Journal of Optimization Theory and Applications. 151 (2011) 2 - p. 402-417 , 2011

Link: https://doi.org/10.1007/..

8

Optimal Convergence Rate of the Binomial Tree Scheme for Am..:

Liang, Jin ; Hu, Bei ; Jiang, Lishang
SIAM Journal on Financial Mathematics. 1 (2010) 1 - p. 30-65 , 2010

Link: https://doi.org/10.1137/..

9

Optimal convergence rate of the explicit finite difference ..:

Hu, Bei ; Liang, Jin ; Jiang, Lishang
Journal of Computational and Applied Mathematics. 230 (2009) 2 - p. 583-599 , 2009

Link: https://doi.org/10.1016/..

10

Finite Horizon Optimal Investment and Consumption with Tran..:

Dai, Min ; Jiang, Lishang ; Li, Peifan.
SIAM Journal on Control and Optimization. 48 (2009) 2 - p. 1134-1154 , 2009

Link: https://doi.org/10.1137/..

11

Basket CDS pricing with interacting intensities:

Zheng, Harry ; Jiang, Lishang
Finance and Stochastics. 13 (2009) 3 - p. 445-469 , 2009

Link: https://doi.org/10.1007/..

12

On the rate of convergence of the binomial tree scheme for ..:

Liang, Jin ; Hu, Bei ; Jiang, Lishang.
Numerische Mathematik. 107 (2007) 2 - p. 333-352 , 2007

Link: https://doi.org/10.1007/..

13

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTI..:

Chen, Xinfu ; Chadam, John ; Jiang, Lishang.
Mathematical Finance. 18 (2007) 1 - p. 185-197 , 2007

Link: https://doi.org/10.1111/..

14

Convergence of the Binomial Tree Method for American Option..:

Xiao-Song Qian ; Cheng-Long Xu ; Jiang, Li-Shang.
SIAM Journal on Numerical Analysis. 42 (2005) 5 - p. 1899-1913 , 2005

Link: https://www.jstor.org/st..

15

A parabolic variational inequality arising from the valuati..:

JIANG, LISHANG ; BIAN, BAOJUN ; YI, FAHUAI
European Journal of Applied Mathematics. 16 (2005) 3 - p. 361 , 2005

Link: https://doi.org/10.1017/..