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 2 3 81
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 0 1 2 95
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 0 1 2 25
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 0 21 0 3 4 22
Analysis of the optimal exercise boundary of American put options with delivery lags 0 0 0 2 0 1 1 18
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs 0 0 1 8 0 4 6 46
Dynkin Game of Convertible Bonds and Their Optimal Strategy 1 1 1 3 2 4 5 32
Dynkin games with Poisson random intervention times 0 0 2 30 4 5 15 62
Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model 0 0 0 26 1 5 5 110
Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints 0 0 0 9 0 5 10 32
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 0 29 1 4 6 57
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 1 8 10 28
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 3 5 7 27
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 0 0 12 0 4 8 47
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility 0 1 1 13 3 13 13 44
Total Working Papers 1 2 5 227 15 65 97 754

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 2 3 62
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 1 5 0 3 7 39
Pseudo linear pricing rule for utility indifference valuation 0 0 0 2 1 4 5 40
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 2 7 9 19
Total Journal Articles 0 0 1 35 3 16 24 160

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Statistics updated 2026-03-04