Jingyang Yang

According to our database1, Jingyang Yang authored at least 4 papers between 2007 and 2010.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2010
A note on "Monte Carlo analysis of convertible bonds with reset clause".
Eur. J. Oper. Res., 2010

2009
Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates.
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.
Appl. Math. Comput., 2007

On barrier option pricing in binomial market with transaction costs.
Appl. Math. Comput., 2007


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