Publication Search Results
Exact matches for:
- Author = Liu R [web profile page]
1.
Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu, Marek Rutkowski:
Penalization schemes for BSDEs and reflected BSDEs with generalized driver,
Probability, Uncertainty and Quantitative Risk,
9
(2024),
no. 3,
301–338.
2.
Chen T, Liu R, Wu Z
Tian Chen, Ruyi Liu and Zhen Wu:
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon,
Journal of Systems Science and Complexity,
36
(2023),
457–479.
3.
Liu R, Tie J, Wu Z, Zhang Q
Ruyi Liu, Jingzhi Tie, Zhen Wu and Qing Zhang:
An Optimal Pricing Policy Under a Markov Chain Model,
Science China-Mathematics,
65
(2022),
1065–1080.
4.
Liu R, Wu Z, Zhang D
Ruyi Liu, Zhen Wu and Detao Zhang:
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations.,
ESAIM: Control, Optimisation and Calculus of Variations,
28
(2022),
no. 82,
1–19.
5.
Liu R, Wu Z, Zhang Q
Ruyi Liu, Zhen Wu and Qing Zhang:
Pairs-Trading under Geometric Brownian Motions: An Optimal Strategy with Cutting Losses.,
Automatica,
115
(2020),
108912.
6.
Liu R, Wu Z
Ruyi Liu and Zhen Wu:
Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.,
Journal of Systems Science and 1 Complexity,
32
(2019),
no. 3,
789–802.
7.
Liu R, Wu Z
Ruyi Liu and Zhen Wu:
Well-Posedness of a Class of Two Point Boundary Value Problems associated with Ordinary Differential Equations,
Advances in Difference Equations,
2018
(2018),
54.
8.
Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski:
Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs,
(2023),
preprint.
9.
Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski:
Vulnerable European and American Options in a Market Model with Optional Hazard Process,
(2023),
preprint.
| Number of matches: 9 |