- Published
Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading
Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 6, p. 4022-4063 42 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Dynamic portfolio optimization with stochastic investment opportunities
Zhang, Y., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 390 p.Research output: Book/Report › Ph.D. thesis › Research
- Published
Dynamic optimal mean-variance investment with mispricing in the family of 4/2 stochastic volatility models
Zhang, Y., 2021, In: Mathematics. 9, 18, 25 p., 2293.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach
Zhang, Y., 2023, In: Decisions in Economics and Finance. 46, p. 97–128 32 p.Research output: Contribution to journal › Journal article › Research › peer-review
- E-pub ahead of print
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach
Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Adiabatic Approximation for the Motion of Ginzburg-Landau Vortex Filaments
Zhang, Jingxuan, 2022, In: Communications in Mathematical Physics. 389, p. 1061–1085Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Adiabatic theory for the area-constrained Willmore flow
Zhang, Jingxuan, 2022, In: Journal of Mathematical Physics. 63, 4, 19 p., 041503.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A generic framework of adiabatic approximation for nonlinear evolutions
Zhang, Jingxuan, 2022, In: Letters in Mathematical Physics. 112, 1, p. 1-34 31.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Critical Groups of Adinkras up to 2-Rank of Cayley Graphs
Yuen, Chi Ho, 2024, In: Electronic Journal of Combinatorics. 31, 1, 9 p., P1.38.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Generalized score matching for non-negative data
Yu, S., Drton, M. & Shojaie, A., 2019, In: Journal of Machine Learning Research. 20, 70 p., (76).Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
Research output: Contribution to journal › Conference article › Research › peer-review
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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