Investment and consumption problem in finite time with consumption constraint von Jian, Xiongfei, Yi, Fahuai, Zhang, Jianbo

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A reversible investment problem with general cost function in finite horizon: Free boundaries analysis von Han, Xiaoru, Yi, Fahuai

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An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis von Han, Xiaoru, Yi, Fahuai

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A variational inequality arising from American installment call options pricing von Yang, Zhou, Yi, Fahuai

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A consumption-investment model with state-dependent lower bound constraint on consumption von Guan, Chonghu, Xu, Zuo Quan, Yi, Fahuai

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Characterization of stochastic control with optimal stopping in a Sobolev space von Chen, Xiaoshan, Song, Qingshuo, Yi, Fahuai, Yin, George

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A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis von Han, Xiaoru, Yi, Fahuai, Zhang, Jianbo

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Optimal consumption under a drawdown constraint over a finite horizon von Chen, Xiaoshan, Li, Xun, Yi, Fahuai, Yu, Xiang

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Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem von Dai, Min, Yi, Fahuai

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American put option with regime-switching volatility (finite time horizon)-Variational inequality approach von Yi, Fahuai

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Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty von Xu, Zuo Quan, Yi, Fahuai

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An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis von Han, Xiaoru, Yi, Fahuai

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A free boundary problem arising from a stochastic optimal control model under controllable risk von Guan, Chonghu, Yi, Fahuai

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Global classical solution of Muskat free boundary problem von Yi, Fahuai

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Free boundary problem concerning pricing convertible bond von Yi, Fahuai, Yang, Zhou

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A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon von Chen, Xiaoshan, Guan, Chonghu, Yi, Fahuai

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Exercise boundary of American-style Asian option von Yi, Fahuai, Chen, Yingshan

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Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain von Guan, Chonghu, Yi, Fahuai, Chen, Jing

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A Variational Inequality from Pricing Convertible Bond von Yan, Huiwen, Yi, Fahuai

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A Variational Inequality Arising from European Installment Call Options Pricing von Yi, Fahuai, Yang, Zhou, Wang, Xiaohua

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