Sheng-Feng Luo
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Person:3543503
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 |
|---|---|---|
| Continuity correction: on the pricing of discrete double barrier options Review of Derivatives Research | 2024-03-19 | Paper |
| Dynamic mean-variance portfolios with risk budget International Journal of Theoretical and Applied Finance | 2020-03-26 | Paper |
| Buy-and-hold mean-variance portfolios with a random exit strategy Quantitative Finance | 2018-11-14 | Paper |
| Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei Sequential Analysis | 2008-12-04 | Paper |
Research outcomes over time
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