杨招军
Names
| first: |
Zhaojun |
| last: |
Yang |
Identifer
Contact
Affiliations
-
Southern University of Science and Technology
/ College of Business
/ Department of Finance
Research profile
author of:
- Contingent capital with repeated interconversion between debt‐ and equity‐like instruments (RePEc:bla:eufman:v:25:y:2019:i:2:p:358-379)
by Yanping Cai & Zhaojun Yang & Zhiming Zhao - Investment and asset securitization with an option‐for‐guarantee swap (RePEc:bla:eufman:v:26:y:2020:i:4:p:1006-1030)
by Zhaojun Yang - Pricing contingent convertibles with idiosyncratic risk (RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693)
by Xiaolin Wang & Zhaojun Yang & Pingping Zeng - Contingent Capital, Real Options, and Agency Costs (RePEc:bla:irvfin:v:16:y:2016:i:1:p:3-40)
by Dandan Song & Zhaojun Yang - Investment and financing for cash flow discounted with group diversity (RePEc:bla:irvfin:v:21:y:2021:i:3:p:769-785)
by Pengfei Luo & Zhaojun Yang - Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges (RePEc:chf:rpseri:rp0711)
by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang - The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model (RePEc:cuf:journl:y:2015:v:16:i:2:yang)
by Zhaojun Yang & Chunhong Zhang - Growth Option And Debt Maturity With Equity Default Swaps In A Regime-Switching Framework (RePEc:cup:macdyn:v:23:y:2019:i:06:p:2250-2268_00)
by Luo, Pengfei & Yang, Zhaojun - Real option duopolies with quasi-hyperbolic discounting (RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302246)
by Luo, Pengfei & Tian, Yuan & Yang, Zhaojun - Two-stage investment, loan guarantees and share buybacks (RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001471)
by Dong, Linjia & Nishihara, Michi & Yang, Zhaojun - Real options and contingent convertibles with regime switching (RePEc:eee:dyncon:v:75:y:2017:i:c:p:122-135)
by Luo, Pengfei & Yang, Zhaojun - Investment and financing analysis for a venture capital alternative (RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002067)
by Dong, Linjia & Yang, Zhaojun - Contingent capital, capital structure and investment (RePEc:eee:ecofin:v:35:y:2016:i:c:p:56-73)
by Tan, Yingxian & Yang, Zhaojun - Optimal capital structure with an equity-for-guarantee swap (RePEc:eee:ecolet:v:118:y:2013:i:2:p:355-359)
by Yang, Zhaojun & Zhang, Hai - Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk (RePEc:eee:ejores:v:241:y:2015:i:3:p:863-871)
by Wang, Huamao & Yang, Zhaojun & Zhang, Hai - Investment and financing for SMEs with a partial guarantee and jump risk (RePEc:eee:ejores:v:249:y:2016:i:3:p:1161-1168)
by Luo, Pengfei & Wang, Huamao & Yang, Zhaojun - Valuation and analysis of contingent convertible securities with jump risk (RePEc:eee:finana:v:41:y:2015:i:c:p:124-135)
by Yang, Zhaojun & Zhao, Zhiming - Investment timing and capital structure with loan guarantees (RePEc:eee:finlet:v:13:y:2015:i:c:p:179-187)
by Xiang, Hua & Yang, Zhaojun - Real option, debt maturity and equity default swaps under negotiation (RePEc:eee:finlet:v:18:y:2016:i:c:p:278-284)
by Gan, Liu & Luo, Pengfei & Yang, Zhaojun - Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information (RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005433)
by Liu, Xiang & Yang, Zhaojun - Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (RePEc:eee:mateco:v:51:y:2014:i:c:p:1-11)
by Song, Dandan & Wang, Huamao & Yang, Zhaojun - Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition (RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315900)
by Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing - Two new equity default swaps with idiosyncratic risk (RePEc:eee:reveco:v:37:y:2015:i:c:p:254-273)
by Yang, Zhaojun & Zhang, Chunhong - Growth option, contingent capital and agency conflicts (RePEc:eee:reveco:v:51:y:2017:i:c:p:354-369)
by Tan, Yingxian & Yang, Zhaojun - On the non-equilibrium density of geometric mean reversion (RePEc:eee:stapro:v:80:y:2010:i:7-8:p:608-611)
by Yang, Zhaojun & Ewald, Christian-Oliver - The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (RePEc:eee:stapro:v:82:y:2012:i:7:p:1358-1366)
by Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping - Machine learning solutions to challenges in finance: An application to the pricing of financial products (RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399)
by Gan, Lirong & Wang, Huamao & Yang, Zhaojun - A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA (RePEc:hin:jnljps:238623)
by Zhaojun Yang & Christian-Oliver Ewald & Wen-Kai Wang - Investment, agency conflicts, debt maturity, and loan guarantees by negotiation (RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0298-8)
by Liu Gan & Zhaojun Yang - Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information (RePEc:kap:compec:v:39:y:2012:i:2:p:195-217)
by Jinqiang Yang & Zhaojun Yang - High-Water Marks and Hedge Fund Management Contracts with Partial Information (RePEc:kap:compec:v:42:y:2013:i:3:p:327-350)
by Dandan Song & Jinqiang Yang & Zhaojun Yang - Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information (RePEc:kap:compec:v:44:y:2014:i:1:p:1-26)
by Dandan Song & Zhaojun Yang - An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees (RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10220-8)
by Linjia Dong & Zhaojun Yang - Unknown item RePEc:san:crieff:0910 (paper)
- The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (RePEc:spr:indpam:v:45:y:2014:i:4:d:10.1007_s13226-014-0076-5)
by Wuyuan Jiang & Zhaojun Yang - Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (RePEc:spr:mathme:v:68:y:2008:i:1:p:97-123)
by Christian-Oliver Ewald & Zhaojun Yang - Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus (RePEc:spr:mathme:v:74:y:2011:i:1:p:93-120)
by Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens - Irreversible investment, ambiguity and equity default swaps (RePEc:taf:apeclt:v:25:y:2018:i:18:p:1301-1305)
by Xiaolin Tang & Zhaojun Yang - Arbitrage-free interval and dynamic hedging in an illiquid market (RePEc:taf:quantf:v:13:y:2012:i:7:p:1029-1039)
by Jinqiang Yang & Zhaojun Yang - Real options under a double exponential jump-diffusion model with regime switching and partial information (RePEc:taf:quantf:v:19:y:2019:i:6:p:1061-1073)
by Pengfei Luo & Jie Xiong & Jinqiang Yang & Zhaojun Yang - The timing of debt renegotiation and its implications for irreversible investment and capital structure (RePEc:taf:quantf:v:23:y:2023:i:5:p:887-900)
by Zhaojun Yang & Nanhui Zhu - The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (RePEc:taf:sactxx:v:2016:y:2016:i:5:p:385-397)
by Wuyuan Jiang & Zhaojun Yang - Approximate pricing of American exchange options with jumps (RePEc:wly:jfutmk:v:42:y:2022:i:6:p:983-1001)
by Guanghua Lian & Robert J. Elliott & Petko Kalev & Zhaojun Yang - Optimal Trading Strategy With Partial Information And The Value Of Information: The Simplified And Generalized Models (RePEc:wsi:ijtafx:v:04:y:2001:i:05:n:s0219024901001231)
by Zhaojun Yang & Chaoqun Ma - Implied Volatility From Asian Options Via Monte Carlo Methods (RePEc:wsi:ijtafx:v:12:y:2009:i:02:n:s021902490900518x)
by Zhaojun Yang & Christian-Oliver Ewald & Yajun Xiao