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Tianyang Nie

Identifiers

  • name variant Tianyang Nie 0.60 · backfill

Papers (13)

  1. Arbitrage-Free Pricing of Game Options in Nonlinear Markets q-fin.MF · 2018 · author #1
  2. Arbitrage-free pricing of American options in nonlinear markets q-fin.MF · 2018 · author #2
  3. Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints math.OC · 2017 · author #3
  4. Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case math.OC · 2016 · author #1
  5. Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case math.OC · 2016 · author #1
  6. A BSDE approach to fair bilateral pricing under endogenous collateralization q-fin.MF · 2014 · author #1
  7. Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary and stochastic exit time optimal control problem math.PR · 2014 · author #2
  8. BSDEs driven by a multi-dimensional martingale and their applications to market models with funding costs math.PR · 2014 · author #1
  9. Fair bilateral prices in Bergman's model q-fin.MF · 2014 · author #1
  10. Fair and profitable bilateral prices under funding costs and collateralization q-fin.MF · 2014 · author #1
  11. A stochastic approach to a new type of parabolic variational inequalities math.PR · 2012 · author #1
  12. Fractional backward stochastic differential euqations and fractional backward variational inequalities math.PR · 2011 · author #2
  13. Direct and inverse images for fractional stochastic tangent sets and applications math.DS · 2010 · author #1

Mentions

  • 1412.2453 #1 · backfill · confidence 0.70 Tianyang Nie
  • 1412.0730 #2 · backfill · confidence 0.70 Tianyang Nie
  • 1410.0673 #1 · backfill · confidence 0.70 Tianyang Nie
  • 1410.0449 #1 · backfill · confidence 0.70 Tianyang Nie
  • 1410.0448 #1 · backfill · confidence 0.70 Tianyang Nie
  • 1203.4840 #1 · backfill · confidence 0.70 Tianyang Nie
  • 1102.3014 #2 · backfill · confidence 0.70 Tianyang Nie
  • 1005.4513 #1 · backfill · confidence 0.70 Tianyang Nie

Frequent Coauthors