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Theorie
Theory
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Stochastischer Prozess
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28
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Zhou, Xun Yu
42
Björk, Tomas
39
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9
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8
Jin, Hanqing
7
Kohlmann, Michael
6
Landén, Camilla
6
Yu Zhou, Xun
6
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5
Zhang, Qing
5
Biagini, Francesca
3
Clapham, Eric
3
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3
Hu, Sang
3
Hult, Henrik
3
Kabanov, Jurij M.
3
Obłój, Jan
3
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3
Svensson, Lars E. O.
3
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3
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2
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2
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2
Myhrman, Johan
2
Näslund, Bertil
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
SSE EFI working paper series in economics and finance
9
Finance and stochastics
7
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5
SSE/EFI Working Paper Series in Economics and Finance
3
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2
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2
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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1
European finance review : the official journal of the European Finance Association
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
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1
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1
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1
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1
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1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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EconStor
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1
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001381857
Saved in:
2
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
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3
Stochastic modeling and optimization : with applications in queues, finance, and supply chains
Yao, David D.
(
contributor
);
Zhang, Hanqin
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001692168
Saved in:
4
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
5
Robust utility maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
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6
Variance insurance contracts
Chi, Yichun
;
Zhou, Xun Yu
;
Zhuang, Sheng Chao
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 62-82
Persistent link: https://www.econbiz.de/10015066729
Saved in:
7
A generalized Neyman-Pearson lemma for g-probabilities
Ji, Shaolin
;
Zhou, Xun Yu
- In:
Probability theory and related fields : continuation of …
148
(
2010
)
3/4
,
pp. 645-669
Persistent link: https://www.econbiz.de/10008649933
Saved in:
8
Buy low and sell high
Dai, Min
;
Jin, Hanqing
;
Zhong, Yifei
;
Zhou, Xun Yu
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 317-333)
.
2010
Persistent link: https://www.econbiz.de/10008749196
Saved in:
9
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
10
A note on semivariance
Jin, Hanqing
;
Markowitz, Harry
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
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