Jiatu Cai
From MaRDI portal
Person:287664
Available identifiers
zbMath Open cai.jiatuMaRDI QIDQ287664
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 |
|---|---|---|
| Asymptotic optimal tracking: feedback strategies | 2018-09-04 | Paper |
| Asymptotic lower bounds for optimal tracking: a linear programming approach | 2017-11-07 | Paper |
| Asymptotic replication with modified volatility under small transaction costs | 2016-05-23 | Paper |
| Optimal discretization of hedging strategies with directional views | 2016-03-31 | Paper |
Research outcomes over time
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