Cheng Cai
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Person:2336192
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 |
|---|---|---|
| The American put with finite‐time maturity and stochastic interest rate Mathematical Finance | 2023-09-28 | Paper |
| A change of variable formula with applications to multi-dimensional optimal stopping problems Stochastic Processes and their Applications | 2023-09-15 | Paper |
| On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions SIAM Journal on Control and Optimization | 2023-06-22 | Paper |
| Optimal hedging of a perpetual American put with a single trade SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
| A rational threshold signature model and protocol based on different permissions Journal of Applied Mathematics | 2019-11-19 | Paper |
| scientific article; zbMATH DE number 5169250 (Why is no real title available?) | 2007-07-02 | Paper |
Research outcomes over time
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