Baojun Bian

发表

Optimal Decision for Selling an Illiquid Stock

Min Dai, Qing Zhang, Baojun Bian, 2011, J. Optim. Theory Appl..

The Valuation of American Passport Options: A Viscosity Solution Approach

Yang Wang, Jizhou Zhang, Zijiang Yang, 2019, J. Optim. Theory Appl..

The optimal execution strategy of employee stock options

Jizhou Zhang, Baojun Bian, Yi Fu, 2018 .

On the rate of convergence of the binomial tree scheme for American options

Jin Liang, Bei Hu, Baojun Bian, 2007, Numerische Mathematik.

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

Baojun Bian, Lishang Jiang, Cheng-long Xu, 2004, SIAM J. Numer. Anal..

Utility Maximization Under Trading Constraints with Discontinuous Utility

Zuo Quan Xu, Xinfu Chen, Baojun Bian, 2019, SIAM J. Financial Math..

Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model

Yang Wang, Jizhou Zhang, Baojun Bian, 2014, J. Optim. Theory Appl..

Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion

Baojun Bian, Guolian Wang, 2014, Appl. Math. Comput..

Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems

Sheng Miao, Harry Zheng, Baojun Bian, 2010, SIAM J. Financial Math..

Penalty method for portfolio selection with capital gains tax

Min Dai, Xinfu Chen, Baojun Bian, 2021 .

A parabolic variational inequality arising from the valuation of fixed rate mortgages

Fahuai Yi, Baojun Bian, Lishang Jiang, 2005, European Journal of Applied Mathematics.

Turnpike property and convergence rate for an investment model with general utility functions

Harry Zheng, Baojun Bian, B. Bian, 2014, 1409.7802.

A microscopic convexity principle for nonlinear partial differential equations

Pengfei Guan, Baojun Bian, B. Bian, 2008, 0805.0748.

Smooth Value Function with Applications in Wealth-CVaR Efficient Portfolio and Turnpike Property

Harry Zheng, Baojun Bian, 2012 .