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1
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
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:
4
Stochastic analysis, stochastic systems, and applications to finance
Tsoi, Allanus
(
ed.
);
Nualart, David
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009267795
Saved in:
5
Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Jin, Zhuo
;
Yin, George
;
Wu, Fuke
- In:
Insurance
53
(
2013
)
3
,
pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
Saved in:
6
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:
7
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:
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
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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
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
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