Jianing Zhang

Finance · with Horst · 2011

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jianing Zhang trusts

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

  1. François Delarue (in Finance)

Papers from Jianing Zhang's perspective

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

  1. Backward stochastic differential equations and partial differential equations with quadratic growth
  2. Optimal investment with random endowments in incomplete markets
  3. The Mathematics of Arbitrage
  4. Pricing Via Utility Maximization and Entropy
  5. INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
  6. Utility maximization in incomplete markets
  7. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
  8. Exponential Hedging and Entropic Penalties
  9. The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
  10. Convex measures of risk and trading constraints (Finance and Stochastics)

Their papers