E-LIB Suche - Ergebnisse für: Xiaolu Tan

1

Discrete-Time Approximation of Stochastic Optimal Control w..:

Li, Yunzhang ; Tan, Xiaolu ; Tang, Shanjian
SIAM Journal on Control and Optimization. 62 (2024) 1 - p. 326-350 , 2024

Link: https://doi.org/10.1137/..

2

On the Discrete-Time Simulation of the Rough Heston Model:

Richard, Alexandre ; Tan, Xiaolu ; Yang, Fan
SIAM Journal on Financial Mathematics. 14 (2023) 1 - p. 223-249 , 2023

Link: https://doi.org/10.1137/..

3

Friend or Foe: Regulation, Downstream Effectors of RRAD in ..:

Sun, Zhangyue ; Li, Yongkang ; Tan, Xiaolu...
Biomolecules. 13 (2023) 3 - p. 477 , 2023

Link: https://doi.org/10.3390/..

4

An exit contract optimization problem:

He, Xihao ; Tan, Xiaolu ; Zou, Jun
ESAIM: Control, Optimisation and Calculus of Variations. 29 (2023) - p. 82 , 2023

Link: https://doi.org/10.1051/..

5

Entropic Optimal Planning for Path-Dependent Mean Field Gam..:

Ren, Zhenjie ; Tan, Xiaolu ; Touzi, Nizar.
SIAM Journal on Control and Optimization. 61 (2023) 3 - p. 1415-1437 , 2023

Link: https://doi.org/10.1137/..

6

Aℂ0,1-functional Itô's formula and its applications in math..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
Stochastic Processes and their Applications. 148 (2022) - p. 299-323 , 2022

Link: https://doi.org/10.1016/..

7

Discrete-time simulation of Stochastic Volterra equations:

Richard, Alexandre ; Tan, Xiaolu ; Yang, Fan
Stochastic Processes and their Applications. 141 (2021) - p. 109-138 , 2021

Link: https://doi.org/10.1016/..

8

Duality and Approximation of Stochastic Optimal Control Pro..:

Pfeiffer, Laurent ; Tan, Xiaolu ; Zhou, Yu-Long
SIAM Journal on Control and Optimization. 59 (2021) 5 - p. 3231-3260 , 2021

Link: https://doi.org/10.1137/..

9

A quasi-sure optional decomposition and super-hedging resul..:

Bouchard, Bruno ; Tan, Xiaolu
Finance and Stochastics. 25 (2021) 3 - p. 505-528 , 2021

Link: https://doi.org/10.1007/..

10

On the Root Solution to the Skorokhod Embedding Problem Giv..:

Richard, Alexandre ; Tan, Xiaolu ; Touzi, Nizar
SIAM Journal on Control and Optimization. 58 (2020) 4 - p. 1874-1892 , 2020

Link: https://doi.org/10.1137/..

11

State Evaluation of Centrifugal Compressor Unit Based on Pa..:

, In: Lecture Notes in Mechanical Engineering; Proceedings of the 13th International Conference on Damage Assessment of Structures,

Li, Yuan ; Qiu, Zeyang ; Fan, Ling.. - p. 386-401 , 2019

Link: https://doi.org/10.1007/..

12

Numerical approximation of general Lipschitz BSDEs with bra..:

Bouchard, Bruno ; Tan, Xiaolu ; Warin, Xavier...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 309-329 , 2019

Link: https://doi.org/10.1051/..

13

Optimal behavior strategy in the GMIB product:

Kalife, Aymeric ; López Ruiz, Gabriela ; Mouti, Saad.
Insurance Markets and Companies. 9 (2018) 1 - p. 41-69 , 2018

Link: https://doi.org/10.21511..

14

The robust pricing–hedging duality for American options in ..:

Aksamit, Anna ; Deng, Shuoqing ; Obłój, Jan.
Mathematical Finance. 29 (2018) 3 - p. 861-897 , 2018

Link: https://doi.org/10.1111/..

15

Superreplication with proportional transaction cost under m..:

Bouchard, Bruno ; Deng, Shuoqing ; Tan, Xiaolu
Mathematical Finance. 29 (2018) 3 - p. 837-860 , 2018

Link: https://doi.org/10.1111/..