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Yiqing Lin

Identifiers

  • name variant Yiqing Lin 0.60 · backfill

Papers (14)

  1. Utility maximization problem under transaction costs: optimal dual processes and stability q-fin.MF · 2017 · author #2
  2. Quadratic BSDEs with mean reflection math.PR · 2017 · author #3
  3. Reflected stochastic differential equations driven by $G$-Brownian motion in non-convex domains math.PR · 2017 · author #1
  4. Causal transport in discrete time and applications math.OC · 2016 · author #3
  5. Utility maximization problem with random endowment and transaction costs: when wealth may become negative q-fin.MF · 2016 · author #1
  6. Quadratic backward stochastic differential equations driven by $G$-Brownian motion: discrete solutions and approximation math.PR · 2016 · author #2
  7. On the existence of shadow prices for optimal investment with random endowment q-fin.PM · 2016 · author #2
  8. A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality q-fin.MF · 2016 · author #2
  9. On the dual problem of utility maximization in incomplete markets math.PR · 2015 · author #2
  10. Generalized Wasserstein distance and weak convergence of sublinear expectations math.PR · 2015 · author #2
  11. Lyapunov-type conditions and stochastic differential equations driven by $G$-Brownian motion math.PR · 2014 · author #3
  12. A New Result for Second Order BSDEs with Quadratic Growth and its Applications math.PR · 2013 · author #1
  13. Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions math.PR · 2011 · author #1
  14. On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients math.PR · 2010 · author #1

Mentions

  • 1103.0392 #1 · backfill · confidence 0.70 Yiqing Lin
  • 1002.1046 #1 · backfill · confidence 0.70 Yiqing Lin

Frequent Coauthors