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 0 1 78
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 0 0 1 93
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 0 0 2 23
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 1 21 0 0 2 18
Analysis of the optimal exercise boundary of American put options with delivery lags 0 0 0 2 0 0 0 17
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs 0 0 0 7 0 0 3 40
Dynkin Game of Convertible Bonds and Their Optimal Strategy 0 0 1 2 0 0 3 27
Dynkin games with Poisson random intervention times 0 2 2 30 0 2 4 49
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 0 0 1 105
Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints 0 0 0 9 0 0 0 22
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 0 29 0 1 2 51
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 0 0 1 18
Pseudo Linear Pricing Rule for Utility Indifference Valuation 0 0 0 11 0 0 0 28
Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE 0 0 1 5 0 0 1 20
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 0 1 12 0 1 3 39
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility 0 0 0 12 0 2 4 31
Total Working Papers 0 2 6 224 0 6 28 659

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 2 27 0 0 3 59
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 0 4 0 2 3 33
Pseudo linear pricing rule for utility indifference valuation 0 0 0 2 0 1 1 35
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 0 1 1 10
Total Journal Articles 0 0 2 34 0 4 8 137

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Statistics updated 2025-05-12