Ping Chen

Finance · with Yang · 2008–2017

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ping Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andreas E. Kyprianou
  2. Erhan Bayraktar
  3. Jian-wei Gao
  4. Hansjörg Albrecher *
  5. Alexey Kuznetsov
  6. HANSJ¨ORG Albrecher
  7. Eric C. K. Cheung
  8. Duan Li
  9. Griselda Deelstra
  10. Xun Yu Zhou

Who trusts Ping Chen overall

  1. Xue Liang
  2. Guohui Guan

Papers from Ping Chen's perspective

Ordered by how strongly the researchers Ping Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  2. Smoothness of scale functions for spectrally negative Lévy processes
  3. The optimal dividend barrier in the Gamma–Omega model
  4. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  5. Randomized Observation Periods for the Compound Poisson Risk Model: Dividends
  6. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
  7. Optimal investment choices post-retirement in a defined contribution pension scheme
  8. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
  9. Optimal design of the guarantee for defined contribution funds
  10. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund

Their papers