Items where Author is "Yang, Junjian"

Cheng, Long, Yang, Junjian, Chen, Xuewu, Cao, Mengqiu, Zhou, Hang and Sun, Yu (2020) How could the station-based bike sharing system and the free-floating bike sharing system be coordinated? Journal of Transport Geography, 89. ISSN 0966-6923

Czichowsky, Christoph Johannes ORCID: 0000-0002-3513-6843, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian (2018) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22 (1). pp. 161-180. ISSN 0949-2984

Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Schachermayer, Walter and Yang, Junjian (2017) Shadow prices for continuous processes. Mathematical Finance, 27 (3). pp. 623-658. ISSN 0960-1627