Fahuai Yi - researchr alias

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Viewing Publication 1 - 12 from 12

2022

An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysisXiaoru Han, Fahuai Yi. cnsns, 109:106302, 2022. [doi]

2021

A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite HorizonXiaoshan Chen, Chonghu Guan, Fahuai Yi. siamco, 59(4):2524-2545, 2021. [doi]

2020

Optimal Redeeming Strategy of Stock Loans Under Drift UncertaintyZuo Quan Xu, Fahuai Yi. mor, 45(1):384-401, 2020. [doi]

2018

A consumption-investment problem with constraints on minimum and maximum consumption ratesQinghua Ma, Fahuai Yi, Chonghu Guan. jcam, 338:185-198, 2018. [doi]

2013

Characterization of stochastic control with optimal stopping in a Sobolev spaceXiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin. automatica, 49(6):1654-1662, 2013. [doi]

2012

A Problem of Singular Stochastic Control with Optimal Stopping in Finite HorizonXiaoshan Chen, Fahuai Yi. siamco, 50(4):2151-2172, 2012. [doi]

2009

Finite Horizon Optimal Investment and Consumption with Transaction CostsMin Dai, Lishang Jiang, Peifan Li, Fahuai Yi. siamco, 48(2):1134-1154, 2009. [doi]

2008

Exercise boundary of American-style Asian optionFahuai Yi, Yingshan Chen. amc, 204(1):70-81, 2008. [doi]

A Variational Inequality Arising from European Installment Call Options PricingFahuai Yi, Zhou Yang, Xiaohua Wang. siamma, 40(1):306-326, 2008. [doi]

2007

Schauder theory for a parabolic equation in a wedge-shaped domainLihe Wang, Fahuai Yi. cma, 53(7):1107-1118, 2007. [doi]

2005

Global classical solution of quasi-stationary Stefan free boundary problemFahuai Yi. amc, 160(3):797-817, 2005. [doi]

1998

Stefan problem with convectionFahuai Yi, T. M. Shih. amc, 95(2-3):139-154, 1998. [doi]

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