Jinqiang Yang

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

429

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Arbitrage-Free Interval and Dynamic Hedging in an Illiquid Market

Number of pages: 21 Posted: 22 Apr 2009 Last Revised: 17 Dec 2009
Zhaojun Yang and Jinqiang Yang
Southern University of Science and Technology - Department of Finance and affiliation not provided to SSRN
Downloads 178 (231,667)

Abstract:

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Liquidity Modelling, Liquidity Costs, Arbitrage-Free Interval, Modified Hedge

2.

Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information

Number of pages: 16 Posted: 28 Feb 2010
Zhaojun Yang and Jinqiang Yang
Southern University of Science and Technology - Department of Finance and affiliation not provided to SSRN
Downloads 145 (274,565)
Citation 3

Abstract:

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Partial Information, Consumption Utility-Based Indifference Pricing, Real Options, Implied Information Value

3.

The Pricing and Timing of the Option to Invest for Cash Flows with Partial Information

Number of pages: 21 Posted: 05 Jan 2011 Last Revised: 20 Jan 2011
Zhaojun Yang, Dandan Song and Jinqiang Yang
Southern University of Science and Technology - Department of Finance, Hunan University - School of Finance and Statistics and affiliation not provided to SSRN
Downloads 106 (345,059)

Abstract:

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Partial information, Cash flows, Consumption utility-based indifference pricing, Real options, Implied information value