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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
Stochastic analysis, stochastic systems, and applications to finance
Tsoi, Allanus
(
ed.
);
Nualart, David
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009267795
Saved in:
6
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:
7
Text segmentation model based LDA and ontology for question answering in agriculture
Hu, Depeng
;
Wang, Wensheng
;
Liu, Shuyu
;
Xie, Nengfu
; …
- In:
Proceedings of 2013 world agricultural outlook conference
,
(pp. 307-319)
.
2014
Persistent link: https://www.econbiz.de/10010416400
Saved in:
8
A mean-variance optimization problem for discounted Markov decision processes
Guo, Xianping
;
Ye, Liuer
;
Yin, George
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10009548843
Saved in:
9
Invariance principle of regime-switching diffusions
Zhu, Chao
;
Yin, George
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 43-60)
.
2011
Persistent link: https://www.econbiz.de/10009271686
Saved in:
10
Optimal debt ratio and dividend payment strategies with reinsurance
Jin, Zhuo
;
Yang, Hailiang
;
Yin, G.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 351-363
Persistent link: https://www.econbiz.de/10011398096
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