PUB - Publikationen an der Universität Bielefeld

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• [9]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436

  Beißner, Patrick, Lin, Qian, and Riedel, Frank. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30.3 (2020): 1073-1102.

  PUB | DOI | WoS
   
• [8]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

  Hölzermann, Julian, and Lin, Qian. Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion . Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 613.

  PUB | PDF
   
• [7]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436

  Beißner, Patrick, Lin, Qian, and Riedel, Frank. Dynamically Consistent α-Maxmin Expected Utility. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 593.

  PUB | PDF
   
• [6]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321

  Lin, Qian, and Riedel, Frank. Optimal consumption and portfolio choice with ambiguity. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 497.

  PUB | PDF
   
• [5]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2642149

  Lin, Qian. “Nash equilibrium payoffs for stochastic differential games with reflection”. ESAIM: Control, Optimisation and Calculus of Variations 19.4 (2013): 1189-1208.

  PUB | DOI | WoS | arXiv
   
• [4]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682878

  Lin, Qian. “Some properties of stochastic differential equations driven by the G-Brownian motion”. Acta Mathematica Sinica, English Series 29.5 (2013): 923-942.

  PUB | DOI | WoS
   
• [3]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2584551

  Lin, Qian. “Differentiability of stochastic differential equations driven by the G-Brownian motion”. Science China Mathematics 56.5 (2013): 1087-1107.

  PUB | DOI | WoS
   
• [2]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635468

  Lin, Qian. “General Martingale Characterization of G-Brownian Motion”. Stochastic Analysis And Applications 31.6 (2013): 1024-1048.

  PUB | DOI | WoS
   
• [1]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2548344

  Lin, Qian. “Local time and Tanaka formula for the G-Brownian motion”. Journal Of Mathematical Analysis And Applications 398.1 (2013): 315-334.

  PUB | DOI | WoS | arXiv