Ying Jiao (SAF)

Identifiers

• name variant Ying Jiao (SAF) 0.60 · backfill

Papers (3)

1. Pricing formulae for derivatives in insurance using the Malliavin calculus q-fin.CP · 2017 · author #2
2. Information uncertainty related to marked random times and optimal investment q-fin.PR · 2016 · author #1
3. Dynamics of multivariate default system in random environment q-fin.RM · 2015 · author #3

Mentions

• 1509.09133 #3 · backfill · confidence 0.70 Ying Jiao (SAF)

Frequent Coauthors

• Anthony R\'eveillac (INSA Toulouse 1 shared papers
• Caroline Hillairet (ENSAE ParisTech) 1 shared papers
• CEREMADE) 1 shared papers
• Idris Kharroubi (CREST 1 shared papers
• IMT) 1 shared papers
• Monique Jeanblanc (LaMME) 1 shared papers
• Nicole El Karoui (LPMA) 1 shared papers