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Arbitrage-free interval and dynamic hedging in an illiquid market
Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 13 (2013) 7, pp. 1029-1039
Persistent link: https://www.econbiz.de/10010141820
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 19 (2019) 6, pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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The timing of debt renegotiation and its implications for irreversible investment and capital structure
Yang, Zhaojun; Zhu, Nanhui - In: Quantitative finance 23 (2023) 5, pp. 887-900
Persistent link: https://www.econbiz.de/10014304388
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Real options maximizing survival probability under incomplete markets
Jiang, Jinglu; Mu, Congming; Peng, Juan; Yang, Jinqiang - In: Quantitative finance 19 (2019) 11, pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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Portfolio choice with skewness preference and wealth-dependent risk aversion
Mu, Congming; Tian, Weidong; Yang, Jinqiang - In: Quantitative finance 19 (2019) 11, pp. 1905-1919
Persistent link: https://www.econbiz.de/10015123059