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~person:"Ceci, C."
~person:"Ji, Shaolin"
~subject:"Control theory"
~subject:"Portfolio-Management"
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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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2
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
3
A generalized Neyman-Pearson lemma for g-probabilities
Ji, Shaolin
;
Zhou, Xun Yu
- In:
Probability theory and related fields
148
(
2010
)
3/4
,
pp. 645-669
Persistent link: https://www.econbiz.de/10008649933
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