9 Publikationen

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  • [9]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    P. Beißner, Q. Lin, and F. Riedel, “Dynamically Consistent α-Maxmin Expected Utility”, Mathematical Finance, 2020, 30, 1073-1102.
    PUB | DOI | WoS
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840 OA
    J. Hölzermann, and Q. Lin, Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion , Center For Mathematical Economics, Bielefeld, 2019.
    PUB | PDF
     
  • [7]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    P. Beißner, Q. Lin, and F. Riedel, Dynamically Consistent α-Maxmin Expected Utility, Center For Mathematical Economics, Bielefeld, 2017.
    PUB | PDF
     
  • [6]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
    Q. Lin, and F. Riedel, Optimal consumption and portfolio choice with ambiguity, Center For Mathematical Economics, Bielefeld, 2014.
    PUB | PDF
     
  • [5]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2642149
    Q. Lin, “Nash equilibrium payoffs for stochastic differential games with reflection”, ESAIM: Control, Optimisation and Calculus of Variations, 2013, 19, 1189-1208.
    PUB | DOI | WoS | arXiv
     
  • [4]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682878
    Q. Lin, “Some properties of stochastic differential equations driven by the G-Brownian motion”, Acta Mathematica Sinica, English Series, 2013, 29, 923-942.
    PUB | DOI | WoS
     
  • [3]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2584551
    Q. Lin, “Differentiability of stochastic differential equations driven by the G-Brownian motion”, Science China Mathematics, 2013, 56, 1087-1107.
    PUB | DOI | WoS
     
  • [2]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635468
    Q. Lin, “General Martingale Characterization of G-Brownian Motion”, Stochastic Analysis And Applications, 2013, 31, 1024-1048.
    PUB | DOI | WoS
     
  • [1]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2548344
    Q. Lin, “Local time and Tanaka formula for the G-Brownian motion”, Journal Of Mathematical Analysis And Applications, 2013, 398, 315-334.
    PUB | DOI | WoS | arXiv
     

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