Feng-Hui Yu

From MaRDI portal
Person:2238761

Available identifiers

zbMath Open yu.fenghuiMaRDI QIDQ2238761

List of research outcomes





PublicationDate of PublicationType
Optimal pairs trading strategies: a stochastic mean-variance approach2023-01-23Paper
Optimal pairs trading with dynamic mean-variance objective2021-11-02Paper
How correlation risk in basket credit derivatives might be priced and managed?2021-07-13Paper
Interacting default intensity with a hidden Markov process2018-11-19Paper
Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order FlowsN/APaper

Research outcomes over time

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