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• [12]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

  Li, H., & Riedel, F. (2024). Optimal Consumption for Recursive Preferences with Local Substitution under Risk (Center for Mathematical Economics Working Papers, 693). Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  Li, H., Riedel, F., & Yang, S. (2022). Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty (Center for Mathematical Economics Working Papers, 670). Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

  Li, H. (2022). Optimal Multiple Stopping Problems Under g-expectation. Applied Mathematics and Optimization , 85(2), 17. https://doi.org/10.1007/s00245-022-09857-0

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

  Ferrari, G., Li, H., & Riedel, F. (2022). A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications, 507(1), 125744. https://doi.org/10.1016/j.jmaa.2021.125744

  PUB | DOI | WoS
   
• [8]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716

  Li, H. (2021). Martingale Inequalities under G-Expectation and Their Applications. Acta Mathematica Scientia, 41(2), 349-360. https://doi.org/10.1007/s10473-021-0201-6

  PUB | DOI | WoS
   
• [7]
  

  2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946502

  Li, H., & Song, Y. (2020). Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections. JOURNAL OF THEORETICAL PROBABILITY, 34, 2285–2314. https://doi.org/10.1007/s10959-020-01038-5

  PUB | PDF | DOI | WoS
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

  Ferrari, G., Li, H., & Riedel, F. (2020). A Knightian Irreversible Investment Problem (Center for Mathematical Economics Working Papers, 634). Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

  Ferrari, G., Li, H., & Riedel, F. (2020). Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty (Center for Mathematical Economics Working Papers, 641). Bielefeld: Center for Mathematical Economics.

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• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

  Li, H., & Peng, S. (2020). Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle. Stochastic Processes and their Applications, 130(11), 6556-6579. doi:10.1016/j.spa.2020.06.002

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

  Li, H., & Wang, F. (2019). Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. Journal of Optimization Theory and Applications, 183(2), 422-439. doi:10.1007/s10957-019-01546-3

  PUB | DOI | WoS
   
• [2]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126

  Li, H. (2018). Optimal stopping under $\textit{G}$-expectation (Center for Mathematical Economics Working Papers, 606). Bielefeld: Center for Mathematical Economics.

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• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

  Li, H., Peng, S., & Soumana Hima, A. (2017). Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion (Center for Mathematical Economics Working Papers, 590). Bielefeld: Center for Mathematical Economics.

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