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Hillairet, Caroline Cousin, Areski Robert, Christian Yann Zerbib, Olivier David Hyndman, Cody Wang, Renjie Ma, Chunhua Scotti, Simone El Karoui, Nicole Kurtz, David Réveillac, Anthony Sgarra, Carlo Li, Shanqiu Klopfenstein, Olivier Tankov, Peter Pham, Huyen All co-authors asset market optimal information allocation trading liquidation large impact optimization consider kreditrisiko risk constraints pricing disorderly position approach model portfolio institution investors risiko derivat derivative optionspreistheorie schätzung estimation solvency derivatives using asymmetric branching modeling sovereign density different processes rate
Composed portfolio management portfolio selection asymmetric information asymmetrische information asset liability management credit risk asset backed securities large position option pricing theory optimal asset trading disorderly liquidation large position asymmetric information market dynamic programming market price price asset share price securities trading yield curve Öffentliche anleihe public bond risk measure dynamische optimierung mathematische optimierung mathematical programming stochastischer prozess stochastic process enlargement of filtrations asset allocation allocation subject subject withdrawal withdrawal risk risk solvency solvency constraints constraints pricing pricing formulae formulae derivatives derivatives insurance insurance using using malliavin malliavin calculus calculus trading disorderly liquidation market impact impact trading impact branching
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Ying Jiao Prof. Alternative spellings: Jiao Ying Ying Jiao Jiao Ying Y. Jiao Biblio: Laboratoire de probabilités et modèles aléatoires (LPMA), Université Paris-DiderotPlace of Activity: Lyon
Profession Wirtschaftsmathematikerin
Affiliations Université de Lyon Institut de science financière et d'assurances
Publishing years Series Série des documents de travail (2) Optimization in insurance and finance set (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
