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• [12]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

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

  PUB | PDF
   
• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

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

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

  H. Li, “Optimal Multiple Stopping Problems Under g-expectation”, Applied Mathematics and Optimization , vol. 85, 2022, : 17.

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

  G. Ferrari, H. Li, and F. Riedel, “A Knightian irreversible investment problem”, Journal of Mathematical Analysis and Applications, vol. 507, 2022, : 125744.

  PUB | DOI | WoS
   
• [8]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716

  H. Li, “Martingale Inequalities under G-Expectation and Their Applications”, Acta Mathematica Scientia, vol. 41, 2021, pp. 349-360.

  PUB | DOI | WoS
   
• [7]
  

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

  H. Li and Y. Song, “Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections”, JOURNAL OF THEORETICAL PROBABILITY, vol. 34, 2020, pp. 2285–2314.

  PUB | PDF | DOI | WoS
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

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

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• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

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

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• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

  H. Li and S. Peng, “Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle”, Stochastic Processes and their Applications, vol. 130, 2020, pp. 6556-6579.

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

  H. Li and F. Wang, “Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework”, Journal of Optimization Theory and Applications, vol. 183, 2019, pp. 422-439.

  PUB | DOI | WoS
   
• [2]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126

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

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• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

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

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