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Gechun Liang

This is information that was supplied by Gechun Liang in registering through RePEc. If you are Gechun Liang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Gechun
Middle Name:
Last Name:Liang
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RePEc Short-ID:pli708
Email:
Homepage:https://sites.google.com/site/lianggechun1982/home
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Location: Oxford, United Kingdom
Homepage: http://www.oxford-man.ox.ac.uk/
Email:
Phone: +44 (0)1865 616600
Fax: +44 (0)1865 616601
Postal: Blue Boar Court, 9 Alfred Street, Oxford, OX1 4EH
Handle: RePEc:edi:omioxuk (more details at EDIRC)
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  1. Vicky Henderson & Gechun Liang, 2014. "Pseudo Linear Pricing Rule for Utility Indifference Valuation," Papers 1403.7830, arXiv.org.
  2. Gechun Liang & Eva L\"utkebohmert & Wei Wei, 2012. "Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model," Papers 1209.3513, arXiv.org, revised Mar 2015.
  3. Vicky Henderson & Gechun Liang, 2011. "A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk," Papers 1111.3856, arXiv.org, revised May 2014.
  4. G. Liang & T. Lyons & Z. Qian, 2010. "A Functional Approach to FBSDEs and Its Application in Optimal Portfolios," Papers 1011.4499, arXiv.org.
  1. Vicky Henderson & Gechun Liang, 2014. "Pseudo linear pricing rule for utility indifference valuation," Finance and Stochastics, Springer, vol. 18(3), pages 593-615, July.
  2. Jianwei Lin & Gechun Liang & Sen Wu & Harry Zheng, 2011. "The Valuation Of The Basket Cds In A Primary-Subsidiary Model," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(02), pages 213-238.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-09-30. Author is listed
  2. NEP-RMG: Risk Management (1) 2012-09-30. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2011-11-21 2014-04-05. Author is listed

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