Shaolin Ji

Ambiguous Volatility and Asset Pricing in Continuous Time

Larry G. Epstein, Shaolin Ji · Review of Financial Studies · 2013 · 238 citations

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 159 citations

Ambiguous volatility, possibility and utility in continuous time

Larry G. Epstein, Shaolin Ji · Journal of Mathematical Economics · 2013 · 151 citations

Economics, Volatility Modeling, Option Pricing +3

Backward stochastic differential equations driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 148 citations

A maximum principle for stochastic optimal control with terminal state constraints, and its applications

Shaolin Ji, Xun Yu Zhou · Communications in Information and Systems · 2006 · 92 citations · Full text