Jun Deng

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Static replication of impermanent loss for concentrated liquidity provision in decentralised markets	2023-07-03	Paper
Hedging with automatic liquidation and leverage selection on bitcoin futures	2022-12-19	Paper
Logarithmic utility maximization for insiders in progressively enlarged filtrations	2022-03-21	Paper
Optimal bitcoin trading with inverse futures	2021-11-09	Paper
A set-valued Markov chain approach to credit default	2021-06-02	Paper
Quadratic hedging for sequential claims with random weights in discrete time	2021-04-07	Paper
Structure Conditions under Progressively Added Information	2020-11-05	Paper
No-arbitrage under additional information for thin semimartingale models	2019-09-19	Paper
Revisiting advance disclosure of insider trading	2019-08-05	Paper
Orthonormal Expansion $\ell_{1}$-Minimization Algorithms for Compressed Sensing	2018-07-18	Paper
No-arbitrage under a class of honest times	2018-01-16	Paper
No-arbitrage up to random horizon for quasi-left-continuous models	2017-10-23	Paper
Structure condition under initial enlargement of filtration	2017-06-29	Paper
No-arbitrage for informational discrete time market models	2017-04-11	Paper
How non-arbitrage, viability and numéraire portfolio are related	2015-11-09	Paper
Arbitrages in a progressive enlargement setting	2015-10-21	Paper
FLP answer set semantics without circular justifications for general logic programs	2014-06-10	Paper
Multidimensional visual information encryption technology based on DWT and chaotic sequences	2010-01-21	Paper
A numerical inversion for the Laplace transform of Lubich with application to partial differential equation	2008-04-04	Paper

Research outcomes over time

This page was built for person: Jun Deng