Jiatu Cai
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 |
|---|---|---|
| Asymptotic optimal tracking: feedback strategies Stochastics | 2018-09-04 | Paper |
| Asymptotic lower bounds for optimal tracking: a linear programming approach The Annals of Applied Probability | 2017-11-07 | Paper |
| Asymptotic replication with modified volatility under small transaction costs Finance and Stochastics | 2016-05-23 | Paper |
| Optimal discretization of hedging strategies with directional views SIAM Journal on Financial Mathematics | 2016-03-31 | Paper |
Research outcomes over time
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