Luo, Pengfei and Tian, Yuan and Yang*, Zhaojun, A Real Option Game with Time-Inconsistent Preferences (May 15, 2018). Available at SSRN:https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3179275, Semifinalist for Best Paper Award at FMA Annual Meetings, 2018, Journal of Economic Dynamics and Control, forthcoming.
ICOs and SME Financing, 2019 Workshop on FinTech and Blockchain. Hosted by the govermment of Wuhu city and Anhui University of Engineering, Wuhu, China, Invited Talk, December 7th, 2019
The Asian option pricing by a machine learning method, The 6th Beihang IEB Forum---Frontiers in Theory and Practice of FinTech, Invited Talk, Nov. 9, 2019
Investment and Asset Securitization with an Option-for-guarantee Swap. 2019 EFMA Annual Meeting, U. of Azores, Portugal, 2019/6/26
Machine learning solutions to challenges in finance: An application to the pricing of financial products. invited speech, Annual Conf of Quant Finance and Insurance Branch of Chinese Society of Optimization, Overall Planning and Econimical Mathematics, in Hulun Buir, China, July 24-26, 2019
The learning, timing and pricing of the option to invest with guaranteed debt and asymmetric information. Ninth Annual Conference of FEFRM Branch of OR Society of China, Shanghai, CN August 29-30, 2019
Investment and financing with insured debt and information asymmetry. Invited Talk at Central South University, CN, June 3, 2019
Investment and financing with insured debt and information asymmetry. Invited Talk at Wuhan University, CN, May 21, 2019
Luo, Pengfei and Yang, Zhaojun*, Investment and Financing for Cash Flow Discounted with Group Diversity. Available at SSRN: https://ssrn.com/abstract=3078631, INFORMS 2018 Annual Meeting in Phoenix, AZ, USA, Nov. 4-7, 2018
Luo, Pengfei and Yang, Zhaojun*, Investment and Financing for Cash Flow Discounted with Group Diversity. Available at SSRN: https://ssrn.com/abstract=3078631. Keynote Speech, the Sixth Asian Quantitative Finance Conference (AQFC2018), Sun Yat-sen University (SYSU), Guangzhou, China, Nov. 17-19, 2018.
Tang, Xiaolin and Yang, Zhaojun, Investment and asset securitization with an option-for-guarantee swap. Available at SSRN: https://ssrn.com/abstract=2895593 or http://dx.doi.org/10.2139/ssrn.2895593. Invited Talk, the 14th annual conference of the Asia-Pacific Association of Derivatives, held by Korean Derivatives Association (KDA) in Busan, Korea on July 9-10, 2018.
Luo, Pengfei and Tian, Yuan and Yang*, Zhaojun, Option Games with Time-Inconsistent Preferences (May 15, 2018). Available at SSRN: https://ssrn.com/abstract=3179275. Keynote Speech, Eighth Annual Conference of FEFRM Branch of OR Society of China, Xi'an, CN. August 25-26, 2018.
Government Guarantee and SMEs Financing. Keynote Report, 2017 Forum of Financial Engineering and Risk Management, Sun Yat-sen University, CN, November 24-26, 2017
Investment and financing for cash flow discounted with group diversity. Invited Talk, Lingnan College, Sun Yat-sen University, CN, November 24, 2017
Government Guarantee and SMEs Financing. 2017 Forum of Innovation from Combining Technique with Finance, Invited Talk, Guangdong University of Finance, November 4, 2017.
Investment and financing for cash flow discounted with group diversity. Invited Talk, Chu Hai College of Higher Education, HK，October 4, 2017
Pricing equity and contingent convertibles with idiosyncratic risk. The 26th European Financial Management Association (EFMA) conference, the Deree-The American College of Greece Gravias St., Aghia Paraskevi 15342, Athens, Greece, June 28 - July 1, 2017.
Pricing equity and contingent convertibles with idiosyncratic risk（Invited Talk）, Hunan Institute of Science and Technology, Yueyang, June 19, 2017.
The stock-based incentive compensation for a time-inconsistent manager in a real options framework. 2017 2nd Applied Financial Modelling conference, Melbourne, 2nd-3rd February 2017.
Optimal investment and financing with macroeconomic risk and an equity-for-guarantee swap. 58th CORS Annual Conference, Banff, Alberta, Canada, May 30 - June 1, 2016.
Investment, option-for-guarantee, financing, and asset securitization. Keynote Report, 2016 Forum of Financial Mathematics and Financial Engineering Program in China, November 17-20, 2016.
The pricing of two newly invented swaps in a jump-diffusion model. Hunan University International Financial Engineering Conference, 10-11 January, 2015, Changsha, China.
Growth option, contingent capital and agency conflicts. The 5th International Conference of the Financial Engineering and Banking Society, 11-13 June, 2015, Nantes, France.
A new contingent convertible security with jump risk. The International Work- shop on Markov Processes and Stochastic Models, 23-25 June, 2015, Changsha, China.
Investment and financing for SMEs with a partial guarantee and jump risk. 2015 Asian Finance Association Annual Meeting, 29 June - 1 July, 2015, Changsha, China.
Contingent Capital, Capital Structure and Investment. 2015 Asian Finance Association Annual Meeting, 29 June - 1 July, 2015, Changsha, China.
A new contingent convertible security with jump risk. Tianfu Workshop on Financial Mathematics, 3-5 July, 2015, Chengdu, China.
Contingent capital with repeated inter-conversion between debt and equity. International Conference of Credit Risk Management, 27 December, 2015, Beijing.