Mathematical Finance

              Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
            Applicable Analysis, 86 (2007), 1429-1442.
           (Article)             Completeness of security markets and solvability of linear backward stochastic differential equations
            Journal of Mathematical Analysis and Applications, 319 (2006), 333-356.
           (Article)
  • Jiongmin Yong
            Remarks on some short rate term structure models
            Journal of Industrial Management and Optimization, 2 (2006), 119-134.
           (Article)
  • Hong Liu and Jiongmin Yong
           Option pricing with an illiquid underlying asset market
            Journal of Economic Dynamics and Control, 29 (2005), 2125-2156.
           (Article)
  • Tomasz R. Bielecki, Stanley Pliska, and Jiongmin Yong
           Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
            International Journal of Theoretical and Applied Finance, 8 (2005), 871-913.
           (Article)
  • Jiongmin Yong
           Some problems related to the Black-Scholes type security markets
            Stochastic Processes and Applications to Mathematical Finance, 369-400, World Sci. Publ., River Edge, NJ, 2004.
  • Jiongmin Yong
           Replication of American contingent claims in incomplete markets
            International Journal of Theoretical and Applied Finance, 4 (2001), 439-466.
           (Article)
  • Jiongmin Yong
           European-type contingent claims in an incomplete market with constrained wealth and portfolio
            Mathematical Finance , 9 (1999), 387-412.
           (Article)
  • Darrel Duffie, Jin Ma, and Jiongmin Yong
           Black's Consol Rate Conjecture
           Annals of Applied Probability, 5 (1995), 356-382.
           (Article) (ps file)  (pdf file)