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High-water marks and hedge fund management contracts with partial information
Song, Dandan; Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 42 (2013) 3, pp. 327-350
Persistent link: https://www.econbiz.de/10010189024
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Consumption utility-based pricing and timing of the option to invest with partial information
Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 39 (2012) 2, pp. 195-217
Persistent link: https://www.econbiz.de/10009513169
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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun; Ewald, Christian-Oliver; Menkens, Olaf - In: Mathematical methods of operations research 74 (2011) 1, pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
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Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk
Wang, Huamao; Yang, Zhaojun; Zhang, Hai - In: European journal of operational research : EJOR 241 (2015) 3, pp. 863-871
Persistent link: https://www.econbiz.de/10010487491
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Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
Song, Dandan; Wang, Huamao; Yang, Zhaojun - In: Journal of mathematical economics 51 (2014), pp. 1-11
Persistent link: https://www.econbiz.de/10010478603
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Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun; Ewald, Christian-Oliver; Xiao, Yajun - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 152-178
Persistent link: https://www.econbiz.de/10003855756
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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin Calculus
Yang, Zhaojun; Ewald, Christian-Oliver; Menkens, Olaf - 2009
Persistent link: https://www.econbiz.de/10003884274
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Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549952
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical methods of operations research 68 (2008) 1, pp. 97-123
Persistent link: https://www.econbiz.de/10003748388
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Two new equity default swaps with idiosyncratic risk
Yang, Zhaojun; Zhang, Chunhong - In: International review of economics & finance : IREF 37 (2015), pp. 254-273
Persistent link: https://www.econbiz.de/10011542095