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 54 2 2 5 296
Total Working Papers 0 0 0 54 2 2 5 296
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 1 1
Arbitrage-free interval and dynamic hedging in an illiquid market 0 1 1 7 0 1 4 30
Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition 0 1 1 1 2 3 5 5
Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information 0 0 2 10 0 1 9 71
Contingent Capital, Real Options, and Agency Costs 0 0 0 3 0 0 3 18
Contingent capital with repeated interconversion between debt‐ and equity‐like instruments 0 0 0 0 0 3 7 13
Contingent capital, capital structure and investment 0 0 3 20 0 2 18 100
Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk 0 0 0 0 0 0 2 25
GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK 0 0 1 2 0 2 6 7
Growth option, contingent capital and agency conflicts 0 0 2 2 1 2 9 19
High-Water Marks and Hedge Fund Management Contracts with Partial Information 0 1 2 8 0 1 11 41
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS 0 0 1 3 1 1 2 10
Investment and financing for SMEs with a partial guarantee and jump risk 0 0 1 11 0 1 6 65
Investment timing and capital structure with loan guarantees 0 0 1 9 0 1 7 42
Investment, agency conflicts, debt maturity, and loan guarantees by negotiation 0 0 0 5 1 7 10 41
Irreversible investment, ambiguity and equity default swaps 0 0 0 3 0 0 0 23
Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk 0 0 0 4 1 4 10 34
Machine learning solutions to challenges in finance: An application to the pricing of financial products 0 1 1 1 3 7 11 11
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS 0 0 0 0 0 0 0 1
On the non-equilibrium density of geometric mean reversion 0 0 0 20 0 1 2 78
Optimal capital structure with an equity-for-guarantee swap 0 0 0 13 0 0 4 56
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus 0 1 1 3 0 1 2 12
Real option duopolies with quasi-hyperbolic discounting 2 2 2 2 3 5 9 9
Real option, debt maturity and equity default swaps under negotiation 0 0 1 6 0 2 8 29
Real options and contingent convertibles with regime switching 0 0 1 10 0 0 6 47
Real options under a double exponential jump-diffusion model with regime switching and partial information 0 1 4 4 0 3 11 12
The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model 0 0 0 8 1 5 7 53
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model 0 0 0 3 0 0 0 25
Two new equity default swaps with idiosyncratic risk 0 0 0 2 0 2 7 33
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 0 0 1 1 0 1 6 23
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information 0 0 0 6 0 1 2 28
Valuation and analysis of contingent convertible securities with jump risk 0 0 1 3 0 0 5 28
Total Journal Articles 2 8 27 170 13 57 190 990


Statistics updated 2020-09-04