Publication Search Results
Exact matches for:
- Author = Wu Z
1.
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.
2.
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.
3.
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.
4.
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.
5.
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.
6.
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.
| Number of matches: 6 |