Access Statistics for Gechun Liang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios 0 0 0 22 0 5 8 86
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 0 3 5 98
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 0 2 4 27
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 0 21 0 3 7 25
Analysis of the optimal exercise boundary of American put options with delivery lags 0 0 0 2 0 6 7 24
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs 0 0 1 8 0 2 8 48
Dynkin Game of Convertible Bonds and Their Optimal Strategy 0 0 1 3 0 1 6 33
Dynkin games with Poisson random intervention times 0 0 0 30 0 2 15 64
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 0 5 110
Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints 0 0 0 9 1 6 16 38
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 0 29 0 1 7 58
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 0 3 13 31
Pseudo Linear Pricing Rule for Utility Indifference Valuation 0 0 0 11 1 6 6 34
Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE 0 0 0 5 0 4 11 31
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 0 0 12 0 1 9 48
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility 0 0 1 13 4 9 22 53
Total Working Papers 0 0 3 227 6 54 149 808

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiperiod Bank Run Model for Liquidity Risk 0 0 0 27 0 1 4 63
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 1 5 0 1 7 40
Pseudo linear pricing rule for utility indifference valuation 0 0 0 2 0 4 9 44
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 0 6 15 25
Total Journal Articles 0 0 1 35 0 12 35 172

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Statistics updated 2026-06-04