| [1] |
XIAO Xin-ling.
Forward-backward stochastic differential equations on Markov chains
[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(4): 46-54.
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| [2] |
CHEN Li, LIN Ling.
Stock option pricing with time delay
[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(4): 36-41.
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| [3] |
NIE Tian-yang, SHI Jing-tao.
The connection between DPP and MP for the fully coupled forward-backward stochastic control systems
[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2016, 51(5): 121-129.
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FANG Rui, MA Jiao-jiao, FAN Sheng-jun.
A stability theorem for solutions of a class of backward stochastic differential equations
[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(06): 39-44.
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ZHENG Shi-qiu, FENG Li-chao, LIU Qiu-mei.
Representation theorem and converse comparison theorem of#br# RBSDEs with continuous coefficient#br#
[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(03): 107-110.
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XU Xiao-ming.
Reflected solutions of anticipated BSDEs and related optimal stopping time problem
[J]. J4, 2013, 48(6): 14-17.
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MENG Xiang-bo1, ZHANG Li-dong1*, DU Zi-ping2.
Optimal premium policy of an insurance firm with stochastic interest rates
[J]. J4, 2013, 48(3): 106-110.
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SUN Qi-liang, ZHANG Qi-xia*.
A maximum principle approach for stochastic H2／H∞ control
[J]. J4, 2013, 48(09): 90-95.
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SHI Xue-jun1, JIANG Long2*.
Lp-solutions for one-dimensional reflected backward stochastic differential equations with continuous generators
[J]. J4, 2012, 47(11): 119-126.
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| [10] |
WANG Yan-bin, FAN Sheng-jun*, LI Wei-wei, ZHANG Jing-zhi.
On the Levi type theorem for maximal solutions of BSDES with leftLipschitz generator
[J]. J4, 2011, 46(7): 92-95.
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| [11] |
LV Wen1,2.
Reflected BSDEs with a stochastic Lipschitz coefficient
[J]. J4, 2011, 46(6): 79-83.
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ZHANG Hui1, 2, MENG Wen-yu1, LAI Xiang3.
Dynamic pricing model of the reload stock option with two barriers under Knightian uncertainty
— the method of option pricing based on the solution of BSDE
[J]. J4, 2011, 46(3): 52-57.
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ZHENG Shi-qiu1, LIU Yu-chun2, ZHENG Chun-hua3.
A note on the solutions K+ and K-of reflected BSDEs with double obstacles
[J]. J4, 2011, 46(3): 112-115.
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ZHENG Shi-qiu 1, XU Feng 2, JIAO Lin 3, MENG Xian-rui 1.
A representation theorem for generators of reflected backcoard stochastic differential equations with double obstacles and its applications
[J]. J4, 2010, 45(8): 118-122.
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CHEN Li.
Properties on Z for anticipated BSDE and application in stochastic control with delay
[J]. J4, 2010, 45(4): 16-20.
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