Fahuai Yi

According to our database1, Fahuai Yi authored at least 12 papers between 1998 and 2022.

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

Timeline

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PhD thesis 
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Bibliography

2022
An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis.
Commun. Nonlinear Sci. Numer. Simul., 2022

2021
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon.
SIAM J. Control. Optim., 2021

2020
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.
Math. Oper. Res., 2020

2018
A consumption-investment problem with constraints on minimum and maximum consumption rates.
J. Comput. Appl. Math., 2018

2013
Characterization of stochastic control with optimal stopping in a Sobolev space.
Autom., 2013

2012
A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon.
SIAM J. Control. Optim., 2012

2009
Finite Horizon Optimal Investment and Consumption with Transaction Costs.
SIAM J. Control. Optim., 2009

2008
A Variational Inequality Arising from European Installment Call Options Pricing.
SIAM J. Math. Anal., 2008

Exercise boundary of American-style Asian option.
Appl. Math. Comput., 2008

2007
Schauder theory for a parabolic equation in a wedge-shaped domain.
Comput. Math. Appl., 2007

2005
Global classical solution of quasi-stationary Stefan free boundary problem.
Appl. Math. Comput., 2005

1998
Stefan problem with convection.
Appl. Math. Comput., 1998


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