Department of Mathematical Sciences

 

 
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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. Published

    Adiabatic Approximation for the Motion of Ginzburg-Landau Vortex Filaments

    Zhang, Jingxuan, 2022, In: Communications in Mathematical Physics. 389, p. 1061–1085

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 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

  8. 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

  9. 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

  10. 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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