9 Publikationen

Alle markieren

  • [9]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    Beißner, P., Lin, Q. & Riedel, F. (2020). Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance, 30(3), 1073-1102. Wiley. doi:10.1111/mafi.12232.
    PUB | DOI | WoS
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
    Hölzermann, J. & Lin, Q. (2019). Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [7]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    Beißner, P., Lin, Q. & Riedel, F. (2017). Dynamically Consistent α-Maxmin Expected Utility (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [6]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
    Lin, Q. & Riedel, F. (2014). Optimal consumption and portfolio choice with ambiguity (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [5]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2642149
    Lin, Q. (2013). Nash equilibrium payoffs for stochastic differential games with reflection. ESAIM: Control, Optimisation and Calculus of Variations, 19(4), 1189-1208. EDP Sciences. doi:10.1051/cocv/2013051.
    PUB | DOI | WoS | arXiv
     
  • [4]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682878
    Lin, Q. (2013). Some properties of stochastic differential equations driven by the G-Brownian motion. Acta Mathematica Sinica, English Series, 29(5), 923-942. Springer Science + Business Media. doi:10.1007/s10114-013-0701-y.
    PUB | DOI | WoS
     
  • [3]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2584551
    Lin, Q. (2013). Differentiability of stochastic differential equations driven by the G-Brownian motion. Science China Mathematics, 56(5), 1087-1107. Springer Science + Business Media. doi:10.1007/s11425-012-4534-4.
    PUB | DOI | WoS
     
  • [2]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635468
    Lin, Q. (2013). General Martingale Characterization of G-Brownian Motion. Stochastic Analysis And Applications, 31(6), 1024-1048. Informa UK Limited. doi:10.1080/07362994.2013.828572.
    PUB | DOI | WoS
     
  • [1]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2548344
    Lin, Q. (2013). Local time and Tanaka formula for the G-Brownian motion. Journal Of Mathematical Analysis And Applications, 398(1), 315-334. Elsevier BV. doi:10.1016/j.jmaa.2012.09.001.
    PUB | DOI | WoS | arXiv
     

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