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Zhaojun Yang
Zhaojun Yang
Southern University of Science and Technology
Verified email at sustech.edu.cn - Homepage
Title
Cited by
Cited by
Year
Investment and financing for SMEs with a partial guarantee and jump risk
P Luo, H Wang, Z Yang
European Journal of Operational Research 249 (3), 1161-1168, 2016
892016
Machine learning solutions to challenges in finance: An application to the pricing of financial products
L Gan, H Wang, Z Yang
Technological Forecasting and Social Change 153, 119928, 2020
752020
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
CO Ewald, Z Yang
Mathematical Methods of Operations Research 68, 97-123, 2008
622008
What makes people actually embrace or shun mobile payment: A cross-culture study
Y Zhang, J Sun, Z Yang, Y Wang
Mobile information systems 2018, 1-13, 2018
522018
Optimal capital structure with an equity-for-guarantee swap
Z Yang, H Zhang
Economics Letters 118 (2), 355-359, 2013
522013
Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk
H Wang, Z Yang, H Zhang
European Journal of Operational Research 241 (3), 863-871, 2015
482015
Contingent capital, real options, and agency costs
D Song, Z Yang
International Review of Finance 16 (1), 3-40, 2016
462016
Growth option, contingent capital and agency conflicts
Y Tan, Z Yang
International Review of Economics & Finance 51, 354-369, 2017
332017
Contingent capital, capital structure and investment
Y Tan, Z Yang
The North American Journal of Economics and Finance 35, 56-73, 2016
312016
Investment timing and capital structure with loan guarantees
H Xiang, Z Yang
Finance Research Letters 13, 179-187, 2015
292015
Consumption utility-based pricing and timing of the option to invest with partial information
J Yang, Z Yang
Computational Economics 39 (2), 195-217, 2012
292012
Geometric mean reversion: formulas for the equilibrium density and analytic moment matching
CO Ewald, Z Yang
Available at SSRN 999561, 2007
272007
Two new equity default swaps with idiosyncratic risk
Z Yang, C Zhang
International Review of Economics & Finance 37, 254-273, 2015
242015
Valuation and analysis of contingent convertible securities with jump risk
Z Yang, Z Zhao
International Review of Financial Analysis 41, 124-135, 2015
222015
Real options and contingent convertibles with regime switching
P Luo, Z Yang
Journal of Economic Dynamics and Control 75, 122-135, 2017
212017
Optimal trading strategy with partial information and the value of information: the simplified and generalized models
Z Yang, C Ma
International Journal of Theoretical and Applied Finance 4 (05), 759-772, 2001
212001
Contingent capital with repeated interconversion between debt and equity
Z Yang, Z Zhao
Available at SSRN, 2014
20*2014
Sharing economy of electric vehicle private charge posts
X Hu, Z Yang, J Sun, Y Zhang
Transportation Research Part B: Methodological 152, 258-275, 2021
192021
The pricing of two newly invented swaps in a jump-diffusion model
Z Yang, C Zhang
Available at SSRN 2548483, 2014
172014
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
W Jiang, Z Yang, X Li
Statistics & Probability Letters 82 (7), 1358-1366, 2012
162012
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