Concepedia

Baojun Bian

BB

11

Publications

322

Citations

10

H-Index

2005

Active since

Affiliations

Tongji University(Current)

McGill University

Baojun Bian is an author at Tongji University specializing in option pricing, business, and engineering.

Top concepts

BusinessEngineeringOption PricingFinanceEconomicsAsset PricingEconomic AnalysisProbabilityMarket DesignJump Diffusions

Publications per year

2005–2019

11

Publications

11

A microscopic convexity principle for nonlinear partial differential equations

Baojun Bian, Pengfei Guan · Inventiones mathematicae · 2009 · 107 citations · Full text

Microscopic Convexity Principle, Calculus Of Variation, Variational Analysis +1

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

Mathematical Programming, Optimal Control, Engineering +14

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

Economics, Option Pricing, Calculus Of Variation +11

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

Dynamic Economic Model, Economics, Asset Pricing +9

Free boundary and American options in a jump-diffusion model

Yang Cheng-rong, Jiang Li-shang, Baojun Bian · European Journal of Applied Mathematics · 2005 · 22 citations

Option Pricing, Pricing Analysis, Free Boundary Problem +7

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