Yang Wang

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 2

Top Topics

Fault Diagnosis

Laplace Transform

Optimal Solution

Top Venues

J. Optim. Theory Appl.

Publications

Yang Wang, Xiao Xu, Jizhou Zhang
Optimal Investment Strategy for DC Pension Plan with Deposit Loan Spread under the CEV Model. Axioms 11 (8) (2022)
Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang
The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optim. Theory Appl. 180 (2) (2019)
Yang Wang, Baojun Bian, Jizhou Zhang
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model. J. Optim. Theory Appl. 161 (1) (2014)