Lihua Bai

Identifiers

• name variant Lihua Bai 0.60 · backfill

Papers (4)

1. Optimal Singular Dividend Problem under the Sparre Anderson Model math.OC · 2018 · author #2
2. Optimal Dividend and Investment Problems under Sparre Andersen Model math.PR · 2016 · author #1
3. Stochastic differential equations driven by fractional Brownian motion and Poisson point process math.PR · 2012 · author #1
4. On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs math.OC · 2012 · author #1

Mentions

• 1206.2710 #1 · backfill · confidence 0.70 Lihua Bai
• 1203.5206 #1 · backfill · confidence 0.70 Lihua Bai

Frequent Coauthors

• Jin Ma 2 shared papers
• Jostein Paulsen 1 shared papers
• Junyi Guo 1 shared papers
• Linlin Tian 1 shared papers
• Xiaojing Xing 1 shared papers