Cheng Cai

From MaRDI portal
Person:2336192

Available identifiers

zbMath Open cai.chengMaRDI QIDQ2336192

List of research outcomes





PublicationDate of PublicationType
The American put with finite‐time maturity and stochastic interest rate2023-09-28Paper
A change of variable formula with applications to multi-dimensional optimal stopping problems2023-09-15Paper
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions2023-06-22Paper
Optimal Hedging of a Perpetual American Put with a Single Trade2021-09-08Paper
A rational threshold signature model and protocol based on different permissions2019-11-19Paper
https://portal.mardi4nfdi.de/entity/Q52934652007-07-02Paper

Research outcomes over time

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