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), p 1073-1102.
    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, no.613, 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, no.593, 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, no.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(4), p 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(5), p 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(5), p 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(6), p 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(1), p 315-334.
    PUB | DOI | WoS | arXiv
     

Suche

Publikationen filtern

Darstellung / Sortierung

Export / Einbettung