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Parasitism and Internet auction fraud : an exploration

Chua, Cecil Eng Huang; Wareham, Jonathan - In: Information and organization 18 (2008) 4, pp. 303-333

Persistent link: https://www.econbiz.de/10003779462

A variant q-sorting methodology for building diagnostic trees

Sabbaghan, Sahar; Chua, Cecil Eng Huang; Gardner, Lesley A. - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2045-2057

Persistent link: https://www.econbiz.de/10014313910

Optimal time to invest when the price processes are geometric Brownian motions

Hu, Yaozhong - In: Finance and stochastics 2 (1998) 3, pp. 295-310

Persistent link: https://www.econbiz.de/10001243269

Partial equilibrium and market completion

Hu, Ying; Imkeller, Peter; Müller, Matthias - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 483-508

Persistent link: https://www.econbiz.de/10002980772

Generalized disappointment aversion and the cross-section of stock returns

Lu, Xiaohua; Hu, Yonghong - In: Applied economics letters 30 (2023) 17, pp. 2455-2463

Persistent link: https://www.econbiz.de/10014365936

Bonds with transactions service and optimal Ramsey policy

Hu, Yifan; Kam, Timothy - In: Journal of macroeconomics 31 (2009) 4, pp. 633-653

Persistent link: https://www.econbiz.de/10003924168

Forward-backward systems for expected utility maximization

Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, … - 2011

In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).

Persistent link: https://www.econbiz.de/10009349307

The study of applying Black-Scholes Option pricing model to the term life insurance

Wang, Lifang; Hu, Yue; Qiu, Danwei - In: Quantitative financial risk management, (pp. 47-54). 2011

Persistent link: https://www.econbiz.de/10009301452

Some new BSDE results for an infinite-horizon stochastic control problem

Hu, Ying; Schweizer, Martin - In: Advanced mathematical methods for finance, (pp. 367-395). 2011

Persistent link: https://www.econbiz.de/10008991281

Insider trading equilibrium in a market with memory

Biagini, Francesa; Hu, Yaozhong; Meyer-Brandis, Thilo; … - In: Mathematics and financial economics 6 (2012) 3, pp. 229-247

Persistent link: https://www.econbiz.de/10009624623