Use filters to refine the search results.
Results 1-4 of 4
|31-May-2015||Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing||Bian, B; Hu, S; Yuan, Q; Zhang, H|
|28-Sep-2014||Turnpike property and convergence rate for an investment model with general utility functions||Bian, B; Zheng, H|
|30-Apr-2016||Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact||Bian, B; Wu, N; Zheng, H|
|24-Aug-2018||Turnpike property and convergence rate for an investment and consumption model||Bian, B; Zheng, H|