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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of asset management"
~person:"Jiao, Ying"
~subject:"Theory"
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of asset management
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Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
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pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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Optimal investment with counterparty risk : a default-density model approach
Jiao, Ying
;
Pham, Huyen
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 725-753
Persistent link: https://www.econbiz.de/10009423272
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Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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