Rui Peng Liu

From MaRDI portal
Person:2184084

Available identifiers

zbMath Open liu.ruipengMaRDI QIDQ2184084

List of research outcomes





PublicationDate of PublicationType
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping2022-09-19Paper
On Feasibility of Sample Average Approximation Solutions2020-08-18Paper
Risk neutral reformulation approach to risk averse stochastic programming2020-05-27Paper
Risk averse stochastic programming: time consistency and optimal stopping2018-08-31Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS2009-02-24Paper

Research outcomes over time

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