Narrow search
Showing 1 - 5 of 5
Cover Image
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Cover Image
Optimal investment with counterparty risk : a default-density model approach
Jiao, Ying; Pham, Huyen - In: Finance and stochastics 15 (2011) 4, pp. 725-753
Persistent link: https://www.econbiz.de/10009423272
Cover Image
Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Cover Image
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying; Ma, Chunhua; Scotti, Simone - In: Finance and stochastics 21 (2017) 3, pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Cover Image
Optimal investment with counterparty risk: a default-density model approach
Jiao, Ying; Pham, Huyên - In: Finance and stochastics 15 (2011) 4, pp. 725-754
Persistent link: https://www.econbiz.de/10009805450