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Bin Li

Orcid: 0000-0002-6518-3894

Affiliations:
  • University of Waterloo, Department of Statistics and Actuarial Science, ON, Canada
  • University of Iowa, Iowa City, IA, USA (PhD 2013)


According to our database1, Bin Li authored at least 6 papers between 2013 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2023
Optimal Stopping for Exponential Lévy Models with Weighted Discounting.
[BibTeX]
[DOI]
David Landriault
,
Bin Li
,
José M. Pedraza
SIAM J. Financial Math., September, 2023

2019
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization.
[BibTeX]
[DOI]
Bin Li
,
Peng Luo
,
Dewen Xiong
SIAM J. Financial Math., 2019

2018
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon.
[BibTeX]
[DOI]
David Landriault
,
Bin Li
,
Danping Li
,
Virginia R. Young
SIAM J. Financial Math., 2018

2017
A unified approach for drawdown (drawup) of time-homogeneous Markov processes.
[BibTeX]
[DOI]
David Landriault
,
Bin Li
,
Hongzhong Zhang
J. Appl. Probab., 2017

2015
On the Frequency of Drawdowns for Brownian Motion Processes.
[BibTeX]
[DOI]
David Landriault
,
Bin Li
,
Hongzhong Zhang
J. Appl. Probab., 2015

2013
A Time-Homogeneous Diffusion Model with Tax.
[BibTeX]
[DOI]
Bin Li
,
Qihe Tang
,
Xiaowen Zhou
J. Appl. Probab., 2013


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