activity
20172022
most citedReflected BSDE driven by G-Brownian motion with an upper obstacle

7 citations · 18 across the 9 of their papers we have counts for

collaborators

11 papers

math.OC2022

Optimal Consumption for Recursive Preferences with Local Substitution -- the Case of Certainty

Hanwu Li, Frank Riedel, Shuzhen Yang

We characterize optimal consumption policies in a recursive intertemporal utility framework with local substitution. We establish existence and uniqueness and a version of the Kuhn…

math.PR20221 cited

The Cox-Ingersoll-Ross process under volatility uncertainty

Bahar Akhtari, Hanwu Li

Due to the importance of the Cox-Ingersoll-Ross process in different areas of finance, a broad spectrum of studies and investigations on this model have been carried out. In case o…

math.PR20221 cited

Stochastic representation under g-expectation and applications: the discrete time case

Miryana Grigorova, Hanwu Li

In this paper, we address the stochastic representation problem in discrete time under (non-linear) g-expectation. We establish existence and uniqueness of the solution, as well as…

math.OC2020

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Giorgio Ferrari, Hanwu Li, Frank Riedel

We study an intertemporal consumption and portfolio choice problem under Knightian uncertainty in which agent's preferences exhibit local intertemporal substitution. We also allow…

math.OC2020

A Knightian Irreversible Investment Problem

Giorgio Ferrari, Hanwu Li, Frank Riedel

In this paper, we study an irreversible investment problem under Knightian uncertainty. In a general framework, in which Knightian uncertainty is modeled through a set of multiple…

math.PR2019

Optimal Multiple Stopping Problems under g-expectation

Hanwu Li

In this paper, we study the optimal multiple stopping problem under Knightian uncertainty both under discrete-time case and continuous-time case. The Knightian uncertainty is model…