Authors: Wu, Qinyu, Li, Jonathan Yu-Meng, Mao, Tiantian
Relation: http://arxiv.org/abs/2212.05716
Availability: http://arxiv.org/abs/2212.05716
Authors: Li, Jonathan Yu-Meng, Mao, Tiantian
Subject Terms: Mathematics - Optimization and Control
Relation: http://arxiv.org/abs/2207.09403
Availability: http://arxiv.org/abs/2207.09403
Authors: Mao, Tiantian, Wang, Ruodu, Wu, Qinyu
Subject Terms: Quantitative Finance - Risk Management
Relation: http://arxiv.org/abs/2201.06370
Availability: http://arxiv.org/abs/2201.06370
Authors: Mao, Tiantian, Wang, Bin, Wang, Ruodu
Subject Terms: Mathematics - Probability
Relation: http://arxiv.org/abs/1811.11981; J. Appl. Probab. 56 (2019) 918-936