Feng-Hui Yu
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows (available as arXiv preprint) | N/A | Paper |
| Optimal pairs trading strategies: a stochastic mean-variance approach Journal of Optimization Theory and Applications | 2023-01-23 | Paper |
| Optimal pairs trading with dynamic mean-variance objective Mathematical Methods of Operations Research | 2021-11-02 | Paper |
| How correlation risk in basket credit derivatives might be priced and managed? IMA Journal of Management Mathematics | 2021-07-13 | Paper |
| Interacting default intensity with a hidden Markov process Quantitative Finance | 2018-11-19 | Paper |
| Interacting default intensity with a hidden Markov process Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
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