Jun Deng

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
Static replication of impermanent loss for concentrated liquidity provision in decentralised markets Operations Research Letters	2023-07-03	Paper
Hedging with automatic liquidation and leverage selection on bitcoin futures European Journal of Operational Research	2022-12-19	Paper
Logarithmic utility maximization for insiders in progressively enlarged filtrations SCIENTIA SINICA Mathematica	2022-03-21	Paper
Optimal bitcoin trading with inverse futures Annals of Operations Research	2021-11-09	Paper
A set-valued Markov chain approach to credit default Quantitative Finance	2021-06-02	Paper
Quadratic hedging for sequential claims with random weights in discrete time Operations Research Letters	2021-04-07	Paper
Structure Conditions under Progressively Added Information Theory of Probability & Its Applications	2020-11-05	Paper
No-arbitrage under additional information for thin semimartingale models Stochastic Processes and their Applications	2019-09-19	Paper
Revisiting advance disclosure of insider trading Economics Letters	2019-08-05	Paper
Orthonormal Expansion $\ell_{1}$-Minimization Algorithms for Compressed Sensing IEEE Transactions on Signal Processing	2018-07-18	Paper
No-arbitrage under a class of honest times Finance and Stochastics	2018-01-16	Paper
No-arbitrage under a class of honest times Finance and Stochastics	2018-01-16	Paper
No-arbitrage up to random horizon for quasi-left-continuous models Finance and Stochastics	2017-10-23	Paper
Structure condition under initial enlargement of filtration Science China. Mathematics	2017-06-29	Paper
No-arbitrage for informational discrete time market models Stochastics	2017-04-11	Paper
How non-arbitrage, viability and numéraire portfolio are related Finance and Stochastics	2015-11-09	Paper
Arbitrages in a progressive enlargement setting Arbitrage, Credit and Informational Risks	2015-10-21	Paper
FLP answer set semantics without circular justifications for general logic programs Artificial Intelligence	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