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Cong Qin
Cong Qin
Shanghai University of Finance and Economics
Verified email at sufe.edu.cn
Title
Cited by
Cited by
Year
Existence, uniqueness, and stability of bubble solutions of a chemotaxis model
X Lai, X Chen, M Wang, C Qin, Y Zhang
Discrete and Continuous Dynamical Systems 36 (2), 805-832, 2015
102015
Dynamic trading with realization utility
M Dai, C Qin, N Wang
National Bureau of Economic Research, 2022
92022
From hotelling to Nakamoto: The economics of bitcoin mining
M Dai, W Jiang, S Kou, C Qin
Available at SSRN 3780858, 2021
92021
Portfolio rebalancing with realization utility
M Dai, C Qin, N Wang
NBER Working Paper, 2022
82022
An eigenvalue problem arising from spiky steady states of a minimal chemotaxis model
Y Zhang, X Chen, J Hao, X Lai, C Qin
Journal of Mathematical Analysis and Applications 420 (1), 684-704, 2014
72014
Realization utility with path-dependent reference points
L Kong, C Qin, X Yue
SIAM Journal on Financial Mathematics 13 (3), 1063-1111, 2022
62022
Regularity of free boundary arising from optimal exercise of perpetual executive stock options
C Qin, X Chen, X Lai, W Yu
Interfaces and Free Boundaries 17 (1), 69-92, 2015
62015
Mathematical analysis of a variational inequality modelling perpetual executive stock options
X Lai, X Chen, M Wang, C Qin, W Yu
European Journal of Applied Mathematics 26 (2), 193-213, 2015
62015
Asymptotic analysis of long‐term investment with two illiquid and correlated assets
X Chen, M Dai, W Jiang, C Qin
Mathematical Finance 32 (4), 1133-1169, 2022
52022
A variational inequality arising from optimal exercise perpetual executive stock options
X Lai, X Chen, C Qin, W Yu
European Journal of Applied Mathematics 29 (1), 55-77, 2018
52018
Dynamics of spike in a Keller–Segel’s minimal chemotaxis model
Y Zhang, X Chen, J Hao, X Lai, C Qin
Discrete Contin. Dyn. Syst 37, 1109-1127, 2017
42017
Asymptotic behavior of optimal exercise strategy for a small number of executive stock options
C Qin, X Chen, X Lai, W Yu
Journal of Mathematical Analysis and Applications 472 (1), 1253-1276, 2019
32019
On balanced growth path solutions of a knowledge diffusion and growth model
C Qin, X Chen
SIAM Journal on Financial Mathematics 10 (1), 130-155, 2019
32019
Exhaustible resources with adjustment costs: Spot and futures prices
M Dai, S Kou, C Qin
Available at SSRN 3459830, 2019
22019
A continuous-exercise model for American call options with hedging constraints
C Qin, X Chen, X Lai, W Yu
Available at SSRN 2757541, 2015
22015
Multiple-peak traveling waves of the gray-scott model
X Chen, X Lai, C Qin, Y Qi, Y Zhang
Mathematics in Applied Sciences and Engineering 4 (3), 154-171, 2023
12023
From Hotelling to Nakamoto: The economic meaning of Bitcoin mining
M Dai, W Jiang, S Kou, C Qin
preparation, 2019
12019
Spectral analysis for stability of bubble steady states of a Keller–Segel's minimal chemotaxis model
Y Zhang, X Chen, J Hao, X Lai, C Qin
Journal of Mathematical Analysis and Applications 446 (1), 1105-1132, 2017
12017
A Pricing Model of Airbag Options with Discrete Monitoring
M Hu, S Hu, C Qin, F Zhou
Acta Mathematicae Applicatae Sinica, English Series 41 (3), 818-846, 2025
2025
Periodic Evaluation with Non-Concave Utility
C Qin, C Yang, H Zheng
Available at SSRN 5305617, 2025
2025
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Articles 1–20