The following pages link to Jia-Wen Gu (Q1657342):
Displaying 20 items.
- (Q777934) (redirect page) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- On correlated defaults and incomplete information (Q2031381) (← links)
- Generalized optimal liquidation problems across multiple trading venues (Q2165772) (← links)
- Local controllability and stability of the periodic fifth-order KdV equation with a nonlinear dispersive term (Q2226373) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- On modeling credit defaults: A probabilistic Boolean network approach (Q2877543) (← links)
- On infectious model for dependent defaults (Q3119658) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)
- A note on - vs. -expected loss portfolio constraints (Q4991071) (← links)
- How correlation risk in basket credit derivatives might be priced and managed? (Q5000471) (← links)
- Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model (Q5219547) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- On pricing basket credit default swaps (Q5400652) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)
