Yinghui Dong

发表

Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier

Chao Xu, Yinghui Dong, Sang Wu, 2019, J. Syst. Sci. Complex..

A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations

Zhongyun Liu, Zhaolu Tian, Yinghui Dong, 2020, J. Frankl. Inst..

Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan

Harry Zheng, Yinghui Dong, Yinghui Dong, 2020, Eur. J. Oper. Res..

A Hyper-Erlang Jump-Diffusion Process and Applications in Finance

Min Han, Yinghui Dong, 2016, J. Syst. Sci. Complex..

Ruin probability for renewal risk model with negative risk sums

Yinghui Dong, Guojing Wang, 2006 .

On a compounding assets model with positive jumps

Yinghui Dong, Yinghui Dong, Guojing Wang, 2008 .

Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps

Yinghui Dong, Rong Wu, Yinghui Dong, 2011, Journal of Applied Probability.

Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain

Yinghui Dong, Guojing Wang, 2014 .