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 1 2 79
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk 0 0 0 25 1 1 1 94
An ergodic BSDE approach to entropic risk measure and its large time behavior 0 0 0 0 1 1 1 24
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 0 0 1 21 0 0 2 19
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 1 1 8 1 2 4 42
Dynkin Game of Convertible Bonds and Their Optimal Strategy 0 0 1 2 0 1 2 28
Dynkin games with Poisson random intervention times 0 0 2 30 1 2 10 57
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 2 5 5 27
Optimal investment and consumption with forward preferences and uncertain parameters 0 0 0 29 1 1 3 53
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes 0 0 0 11 0 2 2 20
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 1 2 2 22
Systems of ergodic BSDEs arising in regime switching forward performance processes 0 0 0 12 0 2 5 43
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 0 4 31
Total Working Papers 0 1 5 225 8 20 44 689

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 1 60
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior 1 1 1 5 2 2 5 36
Pseudo linear pricing rule for utility indifference valuation 0 0 0 2 1 1 2 36
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL 0 0 0 1 1 2 3 12
Total Journal Articles 1 1 1 35 4 6 11 144

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06