Fahuai Yi

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimal consumption under a drawdown constraint over a finite horizon.
Autom.
Xiaoshan Chen, Xun Li, Fahuai Yi, Xiang Yu
2024 J jnl
A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis.
SIAM J. Control. Optim.
Xiaoru Han, Fahuai Yi, Jianbo Zhang
2022 J jnl
An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis.
Commun. Nonlinear Sci. Numer. Simul.
Xiaoru Han, Fahuai Yi
2021 J jnl
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon.
SIAM J. Control. Optim.
Xiaoshan Chen, Chonghu Guan, Fahuai Yi
2020 J jnl
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.
Math. Oper. Res.
Zuo Quan Xu, Fahuai Yi
2018 J jnl
A consumption-investment problem with constraints on minimum and maximum consumption rates.
J. Comput. Appl. Math.
Qinghua Ma, Fahuai Yi, Chonghu Guan
2013 J jnl
Characterization of stochastic control with optimal stopping in a Sobolev space.
Autom.
Xiaoshan Chen, Qingshuo Song, Fahuai Yi, Gang George Yin
2012 J jnl
A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon.
SIAM J. Control. Optim.
Xiaoshan Chen, Fahuai Yi
2009 J jnl
Finite Horizon Optimal Investment and Consumption with Transaction Costs.
SIAM J. Control. Optim.
Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi
2008 J jnl
A Variational Inequality Arising from European Installment Call Options Pricing.
SIAM J. Math. Anal.
Fahuai Yi, Zhou Yang, Xiaohua Wang
2008 J jnl
Exercise boundary of American-style Asian option.
Appl. Math. Comput.
Fahuai Yi, Yingshan Chen
2007 J jnl
Schauder theory for a parabolic equation in a wedge-shaped domain.
Comput. Math. Appl.
Lihe Wang, Fahuai Yi
2005 J jnl
Global classical solution of quasi-stationary Stefan free boundary problem.
Appl. Math. Comput.
Fahuai Yi
1998 J jnl
Stefan problem with convection.
Appl. Math. Comput.
Fahuai Yi, T. M. Shih