Similar Search Results

Existence and non-uniqueness of solutions for BSDE

Bao, Xiaobo; Delbaen, Freddy; Hu, Ying - In: Contemporary quantitative finance : essays in honour of …, (pp. 123-134). 2010

Persistent link: https://www.econbiz.de/10008749294

An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior

Chong, Wing Fung; Hu, Ying; Liang, Gechun; … - In: Finance and stochastics 23 (2019) 1, pp. 239-273

Persistent link: https://www.econbiz.de/10012023715

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

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

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

Big data and supply chain resilience : role of decision-making technology

Liu, Huimin; Lu, Fuying; Shi, Binyan; Hu, Ying; Li, Min - In: Management decision 61 (2023) 9, pp. 2792-2808

Persistent link: https://www.econbiz.de/10014331772

Does cultural diversity contribute to the sustainable development of trade? : empirical evidence from 288 Chinese cities

Liu, Jiayue; Hu, Ying; Xie, Jing; Li, Bo - In: Growth and change : a journal of urban and regional policy 53 (2022) 1, pp. 432-451

Persistent link: https://www.econbiz.de/10013188951

An efficient replication scheme based on living-replicas estimation for distributed storage platforms

Hu, Ying - In: International journal of networking and virtual … 20 (2019) 3, pp. 301-317

Persistent link: https://www.econbiz.de/10012106109

A novel power control framework in virtual resource environments

Hu, Ying - In: International journal of networking and virtual … 16 (2016) 3, pp. 253-264

Persistent link: https://www.econbiz.de/10011654298

Mathematical finance

Kohlmann, Michael (ed.); Tang, Shanjian (contributor) - 2001

Persistent link: https://www.econbiz.de/10001563491

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