Chaolin He

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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!

PublicationDate of PublicationType
Geometric average Asian option pricing in fractional Brownian environment2014-02-28Paper
Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process
Journal of Systems Science and Complexity
2013-08-05Paper
Dynamic portfolio choice under uncertainty-aversion2010-02-12Paper


Research outcomes over time


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