Shuntai Hu

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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
Bellman equation for an optimal stock liquidation model with stochastic market impact2021-07-06Paper
Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
Discrete and Continuous Dynamical Systems
2016-03-09Paper


Research outcomes over time


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