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 0 75
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 0 0 1 89
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 0 0 6 20
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 1 1 1 20 1 1 2 16
Analysis of the optimal exercise boundary of American put options with delivery lags 0 0 0 2 0 1 1 17
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs 0 0 0 7 0 0 4 37
Dynkin Game of Convertible Bonds and Their Optimal Strategy 0 0 0 1 0 0 7 22
Dynkin games with Poisson random intervention times 0 0 0 26 0 1 5 42
Exponential utility maximization and indifference valuation with unbounded payoffs 0 0 0 11 0 0 1 23
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 1 2 25 0 2 3 102
Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints 0 0 1 9 0 0 2 22
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 1 28 0 1 5 44
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 0 0 1 15
Pseudo Linear Pricing Rule for Utility Indifference Valuation 0 1 1 10 1 2 6 27
Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE 0 2 2 4 1 3 3 17
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 1 1 10 0 1 4 32
Total Working Papers 1 6 9 211 3 12 51 600


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 20 0 0 0 45
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 1 1 0 0 7 25
Pseudo linear pricing rule for utility indifference valuation 0 0 1 2 0 1 9 34
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 1 1 2 9
Total Journal Articles 0 0 2 24 1 2 18 113


Statistics updated 2022-11-05