Jingyang Yang

According to our database, Jingyang Yang authored at least 4 papers between 2007 and 2010.

Collaborative distances:

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

2010

A note on "Monte Carlo analysis of convertible bonds with reset clause".

Jingyang Yang, Yoon Choi, Shenghong Li, Jinping Yu

Eur. J. Oper. Res., 2010

2009

Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates.

Jingyang Yang, Shenghong Li

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009

2007

On reset option pricing in binomial market with both fixed and proportional transaction costs.

Chao Sun, Jing-Yang Yang, Sheng-Hong Li

Appl. Math. Comput., 2007

On barrier option pricing in binomial market with transaction costs.

Chao Sun, Jing-Yang Yang, Sheng-Hong Li

Appl. Math. Comput., 2007