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Jin Liang · Study

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Jin Liang

8 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-2964-2264

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i108

Citations186

Works here8

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Most cited in this library

A free boundary problem for corporate bond with credit rating migration2015 · 33 citations
Optimal convergence rate of the explicit finite difference scheme for American option valuation2009 · 29 citations
On a Corporate Bond Pricing Model with Credit Rating Migration Risksand Stochastic Interest Rate2017 · 24 citations
Utility indifference valuation of corporate bond with credit rating migration by structure approach2016 · 23 citations
Asymptotic traveling wave solution for a credit rating migration problem2016 · 23 citations

Works

8 shown

On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate

Journal of risk and financial management·2018·3 authors·Open access

19citations

On a Corporate Bond Pricing Model with Credit Rating Migration Risksand Stochastic Interest Rate

Quantitative Finance and Economics·2017·4 authors·Open access

24citations

Asymptotic traveling wave solution for a credit rating migration problem

Journal of Differential Equations·2016·3 authors·Open access

23citations

Utility indifference valuation of corporate bond with credit rating migration by structure approach

Economic Modelling·2016·3 authors

23citations

A free boundary problem for corporate bond with credit rating migration

Journal of Mathematical Analysis and Applications·2015·3 authors·Open access

33citations

Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries

SIAM Journal on Financial Mathematics·2010·3 authors

15citations

Optimal convergence rate of the explicit finite difference scheme for American option valuation

Journal of Computational and Applied Mathematics·2009·3 authors·Open access

29citations

On the rate of convergence of the binomial tree scheme for American options

Numerische Mathematik·2007·4 authors

20citations