7
H index
5
i10 index
170
Citations
杨招军 : Citation Profile
Southern University of Science and Technology | RESEARCH PRODUCTION: 49 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2001 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with 杨招军. | Is cited by:
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Main data
Where 杨招军 has published?
Recent works citing 杨招军 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Pricing of discretely sampled arithmetic Asian options, under the HullâWhite interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645. Full description at Econpapers || Download paper |
| 2024 | Fintech and financial sector: ADO analysis and future research agenda. (2024). Choudhary, Priya ; Thenmozhi, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339. Full description at Econpapers || Download paper |
| 2024 | Risk management and optimal investment with inalienable human capital. (2024). Yang, Zeyu ; Zhang, Yuqian ; Zhuo, Jiayi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013429. Full description at Econpapers || Download paper |
| 2024 | Does capital input contribute to green total-factor capital efficiency?. (2024). Song, Shuhong ; Zhang, Ruifeng ; Zhao, Lishuang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001776. Full description at Econpapers || Download paper |
| 2024 | Intensified distortion: Investment decisions with endogenous contracts and time inconsistency. (2024). Li, Yongwu ; Zhang, Jinggong ; Guo, Ju-e, . In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005695. Full description at Econpapers || Download paper |
| 2024 | Interplay between the agriculture firmâs guarantee strategy and the e-commerce platformâs loan strategy with risk averse farmers. (2024). Shan, Zhenjie ; Lin, Xiaogang ; Fu, Wenhui. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000744. Full description at Econpapers || Download paper |
| 2024 | Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk. (2024). Tan, Yingxian ; Luo, Pengfei ; Yuan, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004556. Full description at Econpapers || Download paper |
| 2024 | Comparison of the criteria affecting the digital innovation performance of the European Union (EU) member and candidate countries with the entropy weight-TOPSIS method and investigation of its importance for SMEs. (2024). Sati, Zumrut Ecevit. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007795. Full description at Econpapers || Download paper |
| 2024 | Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework. (2024). Wang, Yubing ; Kang, Weiyi ; Guo, Jingjun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002257. Full description at Econpapers || Download paper |
| 2024 | Machine Learning Solutions for Fast Real Estate Derivatives Pricing. (2024). He, Xubiao ; Cao, Peiwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10506-z. Full description at Econpapers || Download paper |
| 2025 | Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5. Full description at Econpapers || Download paper |
| 2025 | Optimal timing and proportion in two stages learning investment. (2025). Jiang, I-Ming ; Hung, Mao-Wei ; Liu, Yu-Hong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01325-w. Full description at Econpapers || Download paper |
| 2024 | Uncovering research trends and opportunities on FinTech: a scientometric analysis. (2024). Yang, Shuai ; Wang, Minxing ; Zhao, Chenyang ; Huang, Lufei. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09554-8. Full description at Econpapers || Download paper |
| 2024 | Applying sustainable development goals in financial forecasting using machine learning techniques. (2024). Lee, Tianshyug ; Chang, Ariana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2277-2289. Full description at Econpapers || Download paper |
| 2025 | Incentive Contract, Equity Pooling, and Optimal Securitization Design. (2025). Zhang, Yuqian. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:3:p:1558-1570. Full description at Econpapers || Download paper |
Works by 杨招军:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Contingent capital with repeated interconversion between debtâ and equityâlike instruments In: European Financial Management. [Full Text][Citation analysis] | article | 6 |
| 2020 | Investment and asset securitization with an optionâforâguarantee swap In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2023 | Pricing contingent convertibles with idiosyncratic risk In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2016 | Contingent Capital, Real Options, and Agency Costs In: International Review of Finance. [Full Text][Citation analysis] | article | 12 |
| 2021 | Investment and financing for cash flow discounted with group diversity In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | 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 In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 2025 | Investments, credit guarantees, and government subsidies in a regime-switching framework In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Dynamic incentive contracts for ESG investing In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Real option duopolies with quasi-hyperbolic discounting In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2023 | Two-stage investment, loan guarantees and share buybacks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2024 | Financial decisions involving credit default swaps over the business cycle In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2017 | Real options and contingent convertibles with regime switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2023 | Investment and financing analysis for a venture capital alternative In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Contingent capital, capital structure and investment In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Optimal capital structure with an equity-for-guarantee swap In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2024 | Simple contracts with double-sided moral hazard and adverse selection In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
| 2016 | Investment and financing for SMEs with a partial guarantee and jump risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
| 2015 | Valuation and analysis of contingent convertible securities with jump risk In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2015 | Investment timing and capital structure with loan guarantees In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2016 | Real option, debt maturity and equity default swaps under negotiation In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2023 | Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2025 | Optimal equity split under unobservable investments In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 0 |
| 2014 | Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | Two new equity default swaps with idiosyncratic risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
| 2017 | Growth option, contingent capital and agency conflicts In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2010 | On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
| 2020 | Machine learning solutions to challenges in finance: An application to the pricing of financial products In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 17 |
| 2011 | A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Investment, agency conflicts, debt maturity, and loan guarantees by negotiation In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | High-Water Marks and Hedge Fund Management Contracts with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| Optimal investment and financing with macroeconomic risk and loan guarantees In: Journal of Credit Risk. [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2014 | The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds In: Indian Journal of Pure and Applied Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 8 |
| 2011 | Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2018 | Irreversible investment, ambiguity and equity default swaps In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Arbitrage-free interval and dynamic hedging in an illiquid market In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Real options under a double exponential jump-diffusion model with regime switching and partial information In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2023 | The timing of debt renegotiation and its implications for irreversible investment and capital structure In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | The maximum surplus before ruin for dependent risk models through FarlieâGumbelâMorgenstern copula In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2022 | Approximate pricing of American exchange options with jumps In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2001 | OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2009 | IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team