On a non-local curve evolution problem in the plane von Jiang, Lishang, Pan, Shengliang

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Finite Horizon Optimal Investment and Consumption with Transaction Costs von Dai, Min, Jiang, Lishang, Li, Peifan, Yi, Fahuai

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Optimal convergence rate of the explicit finite difference scheme for American option valuation von Hu, Bei, Liang, Jin, Jiang, Lishang

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Optimal Decision for Selling an Illiquid Stock von Bian, Baojun, Dai, Min, Jiang, Lishang, Zhang, Qing, Zhong, Yifei

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Mathematical modeling and analysis of insolvency contagion in an interbank network von Ren, Xuemin, Jiang, Lishang

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On the rate of convergence of the binomial tree scheme for American options von JIN LIANG, BEI HU, LISHANG JIANG, BIAN, Baojun

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Free boundary and American options in a jump-diffusion model von CHENGRONG, YANG, LISHANG, JIANG, BAOJUN, BIAN

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Basket CDS pricing with interacting intensities von Zheng, Harry, Jiang, Lishang

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A CLOSED-FORM SOLUTION FOR THE EXERCISE STRATEGY IN A REAL OPTIONS MODEL WITH A JUMP-DIFFUSION PROCESS von LIANG, JIN, YANG, MING, JIANG, LISHANG

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Pricing corporate debt with finite maturity and chapter 11 proceedings von Dai, Min, Jiang, Lishang, Lin, Jianwei

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Local exponentially fitted finite element schemes for singularly perturbed convection–diffusion problems von Jiang, Lishang, Yue, Xingye

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CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET von Chen, Xinfu, Chadam, John, Jiang, Lishang, Zheng, Weian

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Convergence of Binomial Tree Methods for European/American Path-Dependent Options von Jiang, Lishang, Dai, Min

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INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS von Wu, Sen, Jiang, Lishang, Liang, Jin

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INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS von WU, SEN, JIANG, LISHANG, LIANG, JIN

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Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries von Liang, Jin, Hu, Bei, Jiang, Lishang

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Identifying the volatility of underlying assets from option prices von Lishang, Jiang, Youshan, Tao

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Optimal control of a phase field model for solidification von Hoffman, Karl-Heinz, Jiang, Lishang

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FINITE HORIZON OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS von MIN DAI, LISHANG JIANG, PEIFAN LI, FAHUAI YI

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Convergence of Binomial Tree Methods for European/American Path-Dependent Options von Lishang Jiang, Dai, Min

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