Publication Search Results
Exact matches for:
- Author = Nie T [web profile page]
1.
Nie T, Rutkowski M
Tianyang Nie and Marek Rutkowski:
Reflected and doubly reflected BSDEs driven by RCLL martingales,
Stochastics and Dynamics,
22
(2022),
no. 5,
Paper 2250012 (34 pages).
2.
Nie T, Rutkowski M
Tianyang Nie, Marek Rutkowski:
Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales,
Probability, Uncertainty and Quantitative Risk,
6
(2021),
no. 4,
319–342.
3.
Nie T, Rutkowski M
Tianyan Nie and Marek Rutkowski:
Fair bilateral pricing under funding costs and exogenous collateralization,
Mathematical Finance,
28
(2018),
no. 2,
217–236.
4.
Nie T, Rutkowski M
T Nie and M Rutkowski:
BSDES driven by multidimensional martingales and their applications to markets with funding costs,
Theory of Probability and its Applications - SIAM,
60
(2016),
no. 4,
604–630.
MR3583450
5.
Nie T, Rutkowski M
Tianyang Nie and Marek Rutkowski:
A BSDE approach to fair bilateral pricing under endogenous collateralization,
Finance and Stochastics,
20
(2016),
no. 4,
855–900.
MR3551855
6.
Nie T, Rutkowski M
Tianyang Nie and Marek Rutkowski:
Fair bilateral prices in Bergman's model with exogenous collateralization,
International Journal of Theoretical and Applied Finance,
18
(2015),
no. 7,
Art. 1550048.
7.
Nie T
Tianyang Nie:
A stochastic approach to a new type of parabolic variational ine,
Stochastics: An International Journal of Probability and Stochastic Processes,
87
(2015),
no. 3,
477–517.
8.
Maticiuc L, Nie T
Lucian Maticiuc and Tianyang Nie:
Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequalities,
Journal of Theoretical Probability,
28
(2015),
no. 1,
337–395.
9.
Nie T, Rutkowski M
Tianyang Nie and Marek Rutkowski:
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection,
Stochastic Processes and their Applications,
124
(2014),
no. 8,
2672–2698.
| Number of matches: 9 |