- Jiongmin Yong
Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
Applicable Analysis, 86 (2007), 1429-1442.
(Article) - Jiongmin Yong
Completeness of security markets and solvability of linear backward stochastic differential equations
Journal of Mathematical Analysis and Applications, 319 (2006), 333-356.
(Article) - Jiongmin Yong
Remarks on some short rate term structure models
Journal of Industrial Management and Optimization, 2 (2006), 119-134.
(Article) - Hong Liu and Jiongmin Yong
Option pricing with an illiquid underlying asset market
Journal of Economic Dynamics and Control, 29 (2005), 2125-2156.
(Article) - Tomasz R. Bielecki, Stanley Pliska, and Jiongmin Yong
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
International Journal of Theoretical and Applied Finance, 8 (2005), 871-913.
(Article) - Jiongmin Yong
Some problems related to the Black-Scholes type security markets
Stochastic Processes and Applications to Mathematical Finance, 369-400, World Sci. Publ., River Edge, NJ, 2004. - Jiongmin Yong
Replication of American contingent claims in incomplete markets
International Journal of Theoretical and Applied Finance, 4 (2001), 439-466.
(Article) - Jiongmin Yong
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Mathematical Finance, 9 (1999), 387-412.
(Article) - Darrel Duffie, Jin Ma, and Jiongmin Yong
Black’s Consol Rate Conjecture
Annals of Applied Probability, 5 (1995), 356-382.
(Article)