Xianggang Lu

Available identifiers

zbMath Open lu.xianggangMaRDI QIDQ681933

List of research outcomes

Publication	Date of Publication	Type
A constrained stochastic control problem with application to an illiquid stock position build-up	2024-07-05	Paper
Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets	2022-12-21	Paper
Constrained optimality for controlled switching diffusions with an application to stock purchasing	2020-09-16	Paper
Block trading: building up a stock position under a regime switching model	2020-01-13	Paper
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods	2018-02-13	Paper

Research outcomes over time

This page was built for person: Xianggang Lu