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AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance <(2003 :Snowbird, Utah)>
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1
Liquidation of a large block of stock
Pemy, M.
;
Zhang, Q.
;
Yin, G.
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1295-1305
Persistent link: https://www.econbiz.de/10003461158
Saved in:
2
Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22 - 26, 2003, Snowbird, Utah
Yin, George
(
ed.
);
Zhang, Qing
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001971366
Saved in:
3
Stochastic algorithms and numerics for mean-reverting asset trading
Zhang, Qing
;
Zhuang, C.
;
Yin, George
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 245-261)
.
2011
Persistent link: https://www.econbiz.de/10009271643
Saved in:
4
Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data
Yin, G.
;
Zhang, Q.
;
Liu, F.
;
Liu, R. H.
;
Cheng, Y.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 217-236
Persistent link: https://www.econbiz.de/10003336876
Saved in:
5
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
6
Mathematics of finance : proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah
Yin, George
(
contributor
);
Zhang, Qing
(
contributor
)
-
AMS-IMS-SIAM Joint Summer Research Conference on …
-
2004
Persistent link: https://www.econbiz.de/10012679040
Saved in:
7
Stochastic analysis, stochastic systems, and applications to finance
Tsoi, Allanus
(
ed.
);
Nualart, David
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009267795
Saved in:
8
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Jin, Zhuo
;
Yin, George
;
Wu, Fuke
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
Saved in:
9
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Jin, Zhuo
;
Yin, George
;
Wu, Fuke
-
2013
Persistent link: https://www.econbiz.de/10010349104
Saved in:
10
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Jin, Zhuo
;
Yang, Hailiang
;
Yin, George
-
2013
Persistent link: https://www.econbiz.de/10010349106
Saved in:
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