default search action
Baojun Bian
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2010 – 2019
- 2019
- [j8]Yang Wang
, Baojun Bian, Zijiang Yang, Jizhou Zhang:
The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optim. Theory Appl. 180(2): 608-633 (2019) - [j7]Baojun Bian, Xinfu Chen, Zuo Quan Xu
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10(1): 243-260 (2019) - 2014
- [j6]Baojun Bian, Guolian Wang:
Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion. Appl. Math. Comput. 243: 657-669 (2014) - [j5]Yang Wang, Baojun Bian, Jizhou Zhang:
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model. J. Optim. Theory Appl. 161(1): 122-144 (2014) - 2011
- [j4]Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong:
Optimal Decision for Selling an Illiquid Stock. J. Optim. Theory Appl. 151(2): 402-417 (2011) - [j3]Baojun Bian, Sheng Miao, Harry Zheng:
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems. SIAM J. Financial Math. 2(1): 727-747 (2011)
2000 – 2009
- 2007
- [j2]Jin Liang, Bei Hu
On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik 107(2): 333-352 (2007) - 2005
- [j1]Xiao-song Qian
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42(5): 1899-1913 (2005)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:12 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: