Bin Li

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 4

Top Topics

Utility Maximization

Cooperative Agents

Stochastic Processes

Equilibrium Strategies

Top Venues

J. Appl. Probab.

SIAM J. Financial Math.

Publications

David Landriault, Bin Li, José M. Pedraza
Optimal Stopping for Exponential Lévy Models with Weighted Discounting. SIAM J. Financial Math. 14 (3) (2023)
Bin Li, Peng Luo, Dewen Xiong
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization. SIAM J. Financial Math. 10 (2) (2019)
David Landriault, Bin Li, Danping Li, Virginia R. Young
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon. SIAM J. Financial Math. 9 (3) (2018)
David Landriault, Bin Li, Hongzhong Zhang
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. J. Appl. Probab. 54 (2) (2017)
David Landriault, Bin Li, Hongzhong Zhang
On the Frequency of Drawdowns for Brownian Motion Processes. J. Appl. Probab. 52 (1) (2015)
Bin Li, Qihe Tang, Xiaowen Zhou
A Time-Homogeneous Diffusion Model with Tax. J. Appl. Probab. 50 (1) (2013)