The following pages link to Jun Deng (Q889617):
Displayed 19 items.
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- No-arbitrage under additional information for thin semimartingale models (Q2274293) (← links)
- Revisiting advance disclosure of insider trading (Q2315407) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- No-arbitrage up to random horizon for quasi-left-continuous models (Q2412394) (← links)
- FLP answer set semantics without circular justifications for general logic programs (Q2453743) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- No-arbitrage for informational discrete time market models (Q2974884) (← links)
- Arbitrages in a Progressive Enlargement Setting (Q3195062) (← links)
- Orthonormal Expansion $\ell_{1}$-Minimization Algorithms for Compressed Sensing (Q4573401) (← links)
- A set-valued Markov chain approach to credit default (Q4991050) (← links)
- Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145) (← links)
- Structure Conditions under Progressively Added Information (Q5131241) (← links)
- (Q5456354) (← links)
- (Q5851196) (← links)
- Static replication of impermanent loss for concentrated liquidity provision in decentralised markets (Q6106520) (← links)