Concepedia

Gechun Liang

GL

15

Publications

294

Citations

12

H-Index

2007

Active since

Affiliations

University of Oxford(Current)

King's College London

University of Warwick

The University of Texas at Austin

Mathematical Institute of the Slovak Academy of Sciences

Gechun Liang is an author at University of Oxford specializing in business, asset pricing, and finance.

ORCID

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Publications per year

2007–2023

15

Publications

15

Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE

Gechun Liang, Thaleia Zariphopoulou · SIAM Journal on Financial Mathematics · 2017 · 33 citations

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An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior

Wing Fung Chong, Ying Hu, Gechun Liang et al. · Finance and Stochastics · 2018 · 31 citations · Full text

Backward stochastic dynamics on a filtered probability space

Gechun Liang · 2013 · 28 citations

A Multiperiod Bank Run Model for Liquidity Risk

Gechun Liang, Eva Lütkebohmert, Yajun Xiao · European Finance Review · 2013 · 27 citations · Full text

A modified structural model for credit risk

Gechun Liang · IMA Journal of Management Mathematics · 2011 · 22 citations

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