Linan Yang

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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
Realization utility with adaptive reference points
Mathematical Finance
2019-05-23Paper
Bounding wrong-way risk in CVA calculation
Mathematical Finance
2018-04-13Paper


Research outcomes over time


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