Sheng-Feng Luo
From MaRDI portal
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
This page was built for person: Sheng-Feng Luo
