Access Statistics for 杨招军 (Zhaojun Yang)

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
Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges 0 0 0 56 0 0 0 308
Total Working Papers 0 0 0 56 0 0 0 308
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA 0 0 0 0 0 0 0 3
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees 0 0 0 0 0 0 1 2
Approximate pricing of American exchange options with jumps 0 0 1 6 0 1 2 14
Arbitrage-free interval and dynamic hedging in an illiquid market 0 0 0 9 0 0 1 39
Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition 0 0 0 2 0 1 1 20
Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information 0 0 1 11 0 0 1 83
Contingent Capital, Real Options, and Agency Costs 0 0 0 3 0 0 0 22
Contingent capital with repeated interconversion between debt‐ and equity‐like instruments 0 0 0 3 1 1 2 27
Contingent capital, capital structure and investment 0 0 0 22 0 0 1 136
Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk 0 0 0 1 0 1 2 42
GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK 0 0 0 6 0 0 0 25
Growth option, contingent capital and agency conflicts 0 0 0 3 0 0 1 33
High-Water Marks and Hedge Fund Management Contracts with Partial Information 0 0 0 8 0 0 0 43
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS 0 0 0 4 0 2 3 16
Investment and asset securitization with an option‐for‐guarantee swap 0 0 0 3 0 0 2 10
Investment and financing analysis for a venture capital alternative 0 1 3 4 2 3 9 13
Investment and financing for SMEs with a partial guarantee and jump risk 0 0 1 18 1 1 4 96
Investment and financing for cash flow discounted with group diversity 0 0 0 0 0 0 2 5
Investment timing and capital structure with loan guarantees 0 0 0 10 0 0 0 47
Investment, agency conflicts, debt maturity, and loan guarantees by negotiation 0 0 0 6 0 0 2 54
Irreversible investment, ambiguity and equity default swaps 0 0 0 5 1 1 1 28
Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk 0 0 0 7 0 0 1 57
Machine learning solutions to challenges in finance: An application to the pricing of financial products 0 0 1 23 1 1 8 87
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS 0 0 0 0 0 0 1 6
On the non-equilibrium density of geometric mean reversion 0 0 0 22 0 0 1 86
Optimal capital structure with an equity-for-guarantee swap 0 0 0 14 0 2 3 67
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus 0 0 0 5 0 0 0 21
Pricing contingent convertibles with idiosyncratic risk 1 1 1 2 1 2 4 5
Real option duopolies with quasi-hyperbolic discounting 0 0 1 6 0 0 1 21
Real option, debt maturity and equity default swaps under negotiation 0 0 0 7 2 2 2 37
Real options and contingent convertibles with regime switching 0 0 1 13 0 1 4 70
Real options under a double exponential jump-diffusion model with regime switching and partial information 0 0 0 5 0 0 4 26
Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information 0 0 0 0 0 1 2 3
The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model 0 0 0 8 0 0 0 60
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model 0 0 0 6 0 0 1 32
The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds 0 0 0 0 1 1 1 2
The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula 0 0 1 1 0 0 1 2
The timing of debt renegotiation and its implications for irreversible investment and capital structure 0 0 3 11 0 0 7 19
Two new equity default swaps with idiosyncratic risk 0 0 0 2 0 0 1 39
Two-stage investment, loan guarantees and share buybacks 0 0 1 2 0 2 5 8
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 0 0 0 2 0 0 0 29
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information 0 0 0 6 0 0 0 33
Valuation and analysis of contingent convertible securities with jump risk 0 0 0 4 0 1 2 41
Total Journal Articles 1 2 15 270 10 24 84 1,509


Statistics updated 2025-03-03