Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. (English) Zbl 1344.49031 Stochastic Anal. Appl. 34, No. 4, 662-678 (2016). MSC: 49J55 60H30 60H10 60J28 60J27 93E20 91B30 91G80 65C05 PDF BibTeX XML Cite \textit{W. Wang} et al., Stochastic Anal. Appl. 34, No. 4, 662--678 (2016; Zbl 1344.49031) Full Text: DOI
Wang, Wei; Qian, Linyi; Wang, Wensheng Hedging of contingent claims written on non traded assets under Markov-modulated models. (English) Zbl 1343.60118 Commun. Stat., Theory Methods 45, No. 12, 3577-3595 (2016). MSC: 60J28 60J27 91B70 91G80 91G60 65C05 PDF BibTeX XML Cite \textit{W. Wang} et al., Commun. Stat., Theory Methods 45, No. 12, 3577--3595 (2016; Zbl 1343.60118) Full Text: DOI
Jin, Zhuo; Qian, Linyi Lookback option pricing for regime-switching jump diffusion models. (English) Zbl 1347.91234 Math. Control Relat. Fields 5, No. 2, 237-258 (2015). MSC: 91G60 65C05 65C40 60J75 91G20 PDF BibTeX XML Cite \textit{Z. Jin} and \textit{L. Qian}, Math. Control Relat. Fields 5, No. 2, 237--258 (2015; Zbl 1347.91234) Full Text: DOI
Zhu, Li-Ping; Qian, Lin-Yi; Lin, Jin-Guan Variable selection in a class of single-index models. (English) Zbl 1230.62062 Ann. Inst. Stat. Math. 63, No. 6, 1277-1293 (2011). MSC: 62G08 62H12 65C60 PDF BibTeX XML Cite \textit{L.-P. Zhu} et al., Ann. Inst. Stat. Math. 63, No. 6, 1277--1293 (2011; Zbl 1230.62062) Full Text: DOI