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Fahuai Yi · Study
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Author
Fahuai Yi
7 works
· latest 2016
· 2 institutions
cluster: provisional
ORCID 0009-0005-9130-7060
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7
Citations
330
Works here
7
05
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16
Most cited in this library
Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem
2008 · 141 citations
Finite Horizon Optimal Investment and Consumption with Transaction Costs
2009 · 71 citations
A parabolic variational inequality arising from the valuation of fixed rate mortgages
2005 · 35 citations
American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
2008 · 24 citations
A Variational Inequality Arising from European Installment Call Options Pricing
2008 · 23 citations
Works
7 shown
An optimal consumption-investment model with constraint on consumption
Mathematical Control and Related Fields
·
2016
·
2 authors
·
Open access
19
citations
A variational inequality arising from American installment call options pricing
Journal of Mathematical Analysis and Applications
·
2009
·
2 authors
·
Open access
17
citations
Finite Horizon Optimal Investment and Consumption with Transaction Costs
SIAM Journal on Control and Optimization
·
2009
·
4 authors
·
Open access
71
citations
Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem
Journal of Differential Equations
·
2008
·
2 authors
·
Open access
141
citations
American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
Mathematical Methods in the Applied Sciences
·
2008
·
1 author
24
citations
A Variational Inequality Arising from European Installment Call Options Pricing
SIAM Journal on Mathematical Analysis
·
2008
·
2 authors
23
citations
A parabolic variational inequality arising from the valuation of fixed rate mortgages
European Journal of Applied Mathematics
·
2005
·
3 authors
35
citations