Concepedia
Statistics
Publications
12
Citations
335
H-Index
10
Active since
2005
Affiliations
Tongji University(Current)
McGill University
National University of Singapore
University of Pittsburgh
Baojun Bian is an author at Tongji University specializing in finance, economics, and financial economics.
Publications per year
2005–2021
A microscopic convexity principle for nonlinear partial differential equations
Baojun Bian, Pengfei Guan · Inventiones mathematicae · 2009 · 107 citations · Full text
Natural Sciences, Mathematics, Differential Equations +11
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems
Baojun Bian, Sheng Miao, Harry Zheng · SIAM Journal on Financial Mathematics · 2011 · 41 citations
Natural Sciences, Economics, Decision Theory +12
A parabolic variational inequality arising from the valuation of fixed rate mortgages
Lishang Jiang, Baojun Bian, Fahuai Yi · European Journal of Applied Mathematics · 2005 · 36 citations
Business, Economics, Finance +17
Turnpike property and convergence rate for an investment model with general utility functions
Baojun Bian, Harry Zheng · Journal of Economic Dynamics and Control · 2014 · 33 citations
Social Sciences, Business Economics, Economics +13
Free boundary and American options in a jump-diffusion model
Jiang Li-shang, Baojun Bian · European Journal of Applied Mathematics · 2005 · 23 citations
Business, Finance, Financial Economics +16
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