| Stability of the solution of stochastic differential equation driven by time-changed Lévy noise E Nane, Y Ni Proceedings of the American Mathematical Society 145 (7), 3085-3104, 2017 | 35 | 2017 |
| Path stability of the solution of stochastic differential equation driven by time-changed Levy noises E Nane, Y Ni Latin American Journal of Probability and Mathematical Statistics, 2016 | 25 | 2016 |
| Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients E Nane, Y Ni Journal of Mathematical Analysis and Applications 442 (1), 103-116, 2016 | 19 | 2016 |
| Environmental, Social, and Governance Premium in Chinese Stock Markets Y Ni, Y Sun Global Finance Journal 55, 2023 | 17 | 2023 |
| A time-changed stochastic control problem and its maximum principle E Nane, Y Ni Probab. Math. Statist 41, 193-215, 2021 | 5 | 2021 |
| Does bank integration contribute to insolvencies and crises? Y Sun, Y Ni Journal of Financial Economic Policy 13 (1), 62-93, 2021 | 3 | 2021 |
| On the dynamic capital structure of nations: Theory and empirics Y Ni, JR Barth, Y Sun Research in International Business and Finance 62, 101725, 2022 | 2 | 2022 |
| Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities JE Hilliard, J Hilliard, Y Ni Quantitative Finance 21 (1), 125-142, 2021 | 2 | 2021 |
| An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects J E Hilliard, J Hilliard, Y Ni Quantitative Finance 22 (7), 1231-1246, 2022 | 1 | 2022 |
| The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises Q Meng, Y Wang, PE Kloeden, Y Ni Applied Mathematics Letters, 109186, 2024 | | 2024 |
| Minimum Variance Hedge Ratios using Short-Lived Arbitrage Model and Artificial Neural Network Y Ni, Y Sun Available at SSRN 4411230, 2023 | | 2023 |
| A Theoretical Note on Tax Evasion: The Case of the American FairTax Plan JR Barth, RJ Cebula, Y Ni Theoretical Economics Letters 12 (2), 392-399, 2022 | | 2022 |
| Study of Stochastic Differential Equation Driven by Time-Changed Lévy Noise Y Ni Auburn University, 2020 | | 2020 |
| Essays on Option Hedging and Application of the Black-Scholes Model Y Ni Auburn University, 2020 | | 2020 |
| Time-changed Stochastic Control Problem and its Maximum Principle Theory E Nane, Y Ni arXiv preprint arXiv:1905.11921, 2019 | | 2019 |
Erkan NaneProfessor of Mathematics and Statistics, Auburn University在 auburn.edu 的电子邮件经过验证
