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 2 2 3 81
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 1 2 2 95
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 1 2 2 25
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 0 21 3 3 4 22
Analysis of the optimal exercise boundary of American put options with delivery lags 0 0 0 2 1 1 1 18
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs 0 0 1 8 4 5 6 46
Dynkin Game of Convertible Bonds and Their Optimal Strategy 0 0 0 2 1 2 3 30
Dynkin games with Poisson random intervention times 0 0 2 30 0 2 11 58
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 3 4 4 109
Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints 0 0 0 9 0 7 10 32
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 0 29 1 4 6 56
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 6 7 9 27
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 0 5 2 3 4 24
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 0 0 12 4 4 9 47
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility 1 1 1 13 7 10 12 41
Total Working Papers 1 1 4 226 36 58 86 739

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 1 2 3 62
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 1 1 5 2 5 8 39
Pseudo linear pricing rule for utility indifference valuation 0 0 0 2 2 4 5 39
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 3 6 8 17
Total Journal Articles 0 1 1 35 8 17 24 157

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Statistics updated 2026-02-12