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 Stochastics | 2018-09-04 | Paper |
| Asymptotic lower bounds for optimal tracking: a linear programming approach The Annals of Applied Probability | 2017-11-07 | Paper |
| Asymptotic lower bounds for optimal tracking: a linear programming approach The Annals of Applied Probability | 2017-11-07 | Paper |
| Asymptotic replication with modified volatility under small transaction costs Finance and Stochastics | 2016-05-23 | Paper |
| Optimal discretization of hedging strategies with directional views SIAM Journal on Financial Mathematics | 2016-03-31 | Paper |
Research outcomes over time
This page was built for person: Jiatu Cai
