Ying Jiao

Identifiers

• name variant Ying Jiao 0.60 · backfill

Papers (5)

1. The Alpha-Heston Stochastic Volatility Model q-fin.MF · 2018 · author #1
2. Trading against disorderly liquidation of a large position under asymmetric information and market impact q-fin.TR · 2016 · author #3
3. Hedging under multiple risk constraints q-fin.RM · 2013 · author #1
4. Portfolio optimization with insider's initial information and counterparty risk q-fin.PR · 2012 · author #2
5. Optimal investment under multiple defaults risk: A BSDE-decomposition approach math.PR · 2011 · author #1

Mentions

• 1309.5094 #1 · backfill · confidence 0.70 Ying Jiao
• 1208.5398 #2 · backfill · confidence 0.70 Ying Jiao
• 1102.5678 #1 · backfill · confidence 0.70 Ying Jiao

Frequent Coauthors

• Caroline Hillairet 2 shared papers
• Chao Zhou 1 shared papers
• Chunhua Ma 1 shared papers
• Cody Hyndman 1 shared papers
• Huy\^en Pham 1 shared papers
• Idris Kharroubi 1 shared papers
• Olivier Klopfenstein 1 shared papers
• Peter Tankov 1 shared papers
• Renjie Wang 1 shared papers
• Simone Scotti 1 shared papers