E-LIB Suche - Ergebnisse für: Yang, Ben-Zhang

1

Equilibrium pricing of European crude oil options with stoc..:

Hu, Zhihao ; Yang, Ben-Zhang ; He, Xin-Jiang.
Mathematics and Computers in Simulation. 219 (2024) - p. 212-230 , 2024

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

2

Pricing American options with stochastic volatility and sma..:

Yan, Dong ; Lin, Sha ; Hu, Zhihao.
Chaos, Solitons & Fractals. 163 (2022) - p. 112581 , 2022

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

3

A stochastic goodwill model depending on quality level and ..:

Meng, Jun ; Wang, Ming-hui ; Yang, Ben-zhang.
Optimization. 72 (2022) 10 - p. 2463-2497 , 2022

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

4

Continuous time mean–variance–utility portfolio problem and..:

Yang, Ben-Zhang ; He, Xin-Jiang ; Zhu, Song-Ping
Optimization. 71 (2021) 14 - p. 4213-4241 , 2021

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

5

Variance and volatility swaps valuations with the stochasti..:

Xu, De-xuan ; Yang, Ben-zhang ; Kang, Jian-hao.
Physica A: Statistical Mechanics and its Applications. 566 (2021) - p. 125679 , 2021

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

6

Robust Portfolio Optimization with Multi-Factor Stochastic ..:

Yang, Ben-Zhang ; Lu, Xiaoping ; Ma, Guiyuan.
Journal of Optimization Theory and Applications. 186 (2020) 1 - p. 264-298 , 2020

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

7

Equilibrium Price and Optimal Insider Trading Strategy Unde..:

Yang, Ben-Zhang ; He, Xin-Jiang ; Huang, Nan-Jing
Applied Mathematics & Optimization. 84 (2020) 2 - p. 1209-1237 , 2020

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

8

Volatility swaps valuation under stochastic volatility with..:

Yang, Ben-Zhang ; Yue, Jia ; Wang, Ming-Hui.
Applied Mathematics and Computation. 355 (2019) - p. 73-84 , 2019

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

9

Pricing of FX options in the MPT/CIR jump-diffusion model w..:

Kang, Jian-hao ; Yang, Ben-zhang ; Huang, Nan-jing
Physica A: Statistical Mechanics and its Applications. 532 (2019) - p. 121871 , 2019

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

10

RETRACTED ARTICLE: A generalized real option pricing method..:

Ao, Xiang ; Yang, Ji-jun ; Yang, Ben-zhang.
Journal of Difference Equations and Applications. 25 (2019) 9-10 - p. 1438-1453 , 2019

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

11

Robust equilibrium strategy for mean-variance-skewness port..:

Kang, Jian-hao ; Huang, Nan-jing ; Hu, Zhihao.
http://arxiv.org/abs/2201.06233. , 2022

Link: http://arxiv.org/abs/220..

12

Asset Prices with Investor Protection and Survival Analysis..:

Yue, Jia ; Wang, Ming-Hui ; Huang, Nan-Jing.
http://arxiv.org/abs/2110.05110. , 2021

Link: http://arxiv.org/abs/211..

13

Mean-variance-utility portfolio selection with time and sta..:

Yang, Ben-Zhang ; He, Xin-Jiang ; Zhu, Song-Ping
http://arxiv.org/abs/2007.06510. , 2020

Link: http://arxiv.org/abs/200..

14

Continuous time mean-variance-utility portfolio problem and..:

Yang, Ben-Zhang ; He, Xin-Jiang ; Zhu, Song-Ping
http://arxiv.org/abs/2005.06782. , 2020

Link: http://arxiv.org/abs/200..

15

Equilibrium price and optimal insider trading strategy unde..:

Yang, Ben-zhang ; He, Xinjiang ; Huang, Nan-jing
http://arxiv.org/abs/1901.00345. , 2019

Link: http://arxiv.org/abs/190..