PUB - Publikationen an der Universität Bielefeld

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• [9]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436

  Beißner, P., Lin, Q., and Riedel, F. (2020). Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance 30, 1073-1102.

  PUB | DOI | WoS
   
• [8]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934840

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

  PUB | PDF
   
• [7]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436

  Beißner, P., Lin, Q., and Riedel, F. (2017). Dynamically Consistent α-Maxmin Expected Utility. Center for Mathematical Economics Working Papers, 593, Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [6]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321

  Lin, Q., and Riedel, F. (2014). Optimal consumption and portfolio choice with ambiguity. Center for Mathematical Economics Working Papers, 497, 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, 1189-1208.

  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, 923-942.

  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, 1087-1107.

  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, 1024-1048.

  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, 315-334.

  PUB | DOI | WoS | arXiv