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Dynamic programming principle for a controlled FBSDE system and associated extended HJB equation | 2022-03-11 |
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Recent results on optimal portfolio liquidation | 2022-02-23 |
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Liquidation games with self-exciting order flow | 2022-02-23 |
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Exploring intrinsic structured sparsity in convex composite programming | 2022-02-05 |
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Persistence of Winning Streaks: New Perspective on Momentum | 2021-12-14 |
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Dual Coin System and the Decentralised Exchange | 2021-12-09 |
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金融工程专业研究生职业发展规划 | 2021-12-08 |
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衍生产品走进高端财富管理市场 | 2021-12-07 |
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Closed-form analytical solutions for optimal pension management under the CEV model | 2021-12-03 |
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资管新规整改后理财市场何去何从 | 2021-12-03 |
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智能制造与企业创新 | 2021-12-01 |
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Downside Risk Optimization with Random Targets and Portfolio Amplitude | 2021-11-27 |
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A Conrmation of a Conjecture about the Feldman's Two-armed Bandit Problem | 2021-11-26 |
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Centralized systemic risk control in the interbank system: weak formulation and Gamma-convergence | 2021-11-22 |