Baojun Bian

According to our database, Baojun Bian authored at least 8 papers between 2005 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

Utility Maximization Under Trading Constraints with Discontinuous Utility.

Baojun Bian, Xinfu Chen, Zuo Quan Xu

SIAM J. Financial Math., 2019

The Valuation of American Passport Options: A Viscosity Solution Approach.

Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang

J. Optim. Theory Appl., 2019

2014

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

Yang Wang, Baojun Bian, Jizhou Zhang

J. Optim. Theory Appl., 2014

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

Baojun Bian, Guolian Wang

Appl. Math. Comput., 2014

2011

Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems.

Baojun Bian, Sheng Miao, Harry Zheng

SIAM J. Financial Math., 2011

Optimal Decision for Selling an Illiquid Stock.

Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong

J. Optim. Theory Appl., 2011

2007

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

Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian

Numerische Mathematik, 2007

2005

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

Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian

SIAM J. Numer. Anal., 2005