Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model. - Yang Wang 052; Baojun Bian; Jizhou Zhang (J. Optim. Theory Appl., 2014)

The Valuation of American Passport Options: A Viscosity Solution Approach. - Yang Wang 052; Baojun Bian; Zijiang Yang 001; Jizhou Zhang (J. Optim. Theory Appl., 2019)

Optimal Investment Strategy for DC Pension Plan with Deposit Loan Spread under the CEV Model. - Yang Wang 052; Xiao Xu; Jizhou Zhang (Axioms, 2022)