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ORCIDBaojun Bian
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2010 – 2019
- 2019
[j8]Yang Wang
, Baojun Bian, Zijiang Yang, Jizhou Zhang:
The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optim. Theory Appl. 180(2): 608-633 (2019)- [j7]Baojun Bian, Xinfu Chen, Zuo Quan Xu:
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10(1): 243-260 (2019) - 2014
- [j6]Baojun Bian, Guolian Wang:
Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion. Appl. Math. Comput. 243: 657-669 (2014) - [j5]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): 122-144 (2014) - 2011
- [j4]Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong:
Optimal Decision for Selling an Illiquid Stock. J. Optim. Theory Appl. 151(2): 402-417 (2011) - [j3]Baojun Bian, Sheng Miao, Harry Zheng:
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems. SIAM J. Financial Math. 2(1): 727-747 (2011)
2000 – 2009
- 2007
- [j2]Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian:
On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik 107(2): 333-352 (2007) - 2005
- [j1]Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian:
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42(5): 1899-1913 (2005)
Coauthor Index
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