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Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.; Pliska, Stanley R.; Yong, Jiongmin - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
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An economist's guide to lottery design
Walker, Ian; Young, Juliet - In: The economic journal : the journal of the Royal … 111 (2001), pp. F700-722
Persistent link: https://www.econbiz.de/10001634526
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European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
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Optimal portfolios in an incomplete market
Yong, Jiongmin - In: Annals of economics and finance 1 (2000) 2, pp. 359-381
Persistent link: https://www.econbiz.de/10001731856
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Replication of American contingent claims in incomplete markets
Yong, Jiongmin - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
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Implied prepayment in agency passing-through mortgage backed securities
Shao, Haimei; Yong, Jiongmin - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-16
Persistent link: https://www.econbiz.de/10011778264