Artikkelit, joihin on yleisen käytön mandaatti - Chao ZhouLisätietoja
Ei saatavilla missään: 1
Peer preference and asset-liability management in InsurTech market
C Deng, X Su, C Zhou
Available at SSRN 3888113, 2021
Mandaatit: National Natural Science Foundation of China
Saatavilla jossain: 28
Selectnet: Self-paced learning for high-dimensional partial differential equations
Y Gu, H Yang, C Zhou
Journal of Computational Physics 441, 110444, 2021
Mandaatit: US National Science Foundation, National Natural Science Foundation of China
The Alpha‐Heston stochastic volatility model
Y Jiao, C Ma, S Scotti, C Zhou
Mathematical finance 31 (3), 943-978, 2021
Mandaatit: US National Science Foundation, National Natural Science Foundation of China
The discovery of dynamics via linear multistep methods and deep learning: Error estimation
Q Du, Y Gu, H Yang, C Zhou
SIAM Journal on Numerical Analysis 60 (4), 2014-2045, 2022
Mandaatit: US National Science Foundation, National Natural Science Foundation of China
Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach
H Pham, X Wei, C Zhou
Mathematical Finance 32 (1), 349-404, 2022
Mandaatit: National Natural Science Foundation of China, Agence Nationale de la Recherche
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty
A Popier, C Zhou
Mandaatit: National Natural Science Foundation of China
Mean field portfolio games
G Fu, C Zhou
Finance and Stochastics 27 (1), 189-231, 2023
Mandaatit: National Natural Science Foundation of China
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
Z Yang, G Liang, C Zhou
Mathematics and Financial Economics 13, 393-427, 2019
Mandaatit: National Natural Science Foundation of China
Bank monitoring incentives under moral hazard and adverse selection
N Hernández Santibáñez, D Possamaï, C Zhou
Journal of Optimization Theory and Applications 184, 988-1035, 2020
Mandaatit: Agence Nationale de la Recherche
Numerical methods for mean field games based on Gaussian processes and Fourier features
C Mou, X Yang, C Zhou
Journal of Computational Physics 460, 111188, 2022
Mandaatit: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Portfolio liquidation under factor uncertainty
U Horst, X Xia, C Zhou
The Annals of Applied Probability 32 (1), 80-123, 2022
Mandaatit: National Natural Science Foundation of China
A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs
JF Chassagneux, J Chen, N Frikha, C Zhou
IMA Journal of Numerical Analysis 43 (5), 3109-3168, 2023
Mandaatit: National Natural Science Foundation of China
Linear-quadratic optimal controls for stochastic Volterra integral equations: causal state feedback and path-dependent Riccati equations
H Wang, J Yong, C Zhou
SIAM Journal on Control and Optimization 61 (4), 2595-2629, 2023
Mandaatit: US National Science Foundation, National Natural Science Foundation of China
Linear-quadratic mean field games of controls with non-monotone data
M Li, C Mou, Z Wu, C Zhou
Transactions of the American Mathematical Society 376 (06), 4105-4143, 2023
Mandaatit: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Horizon-unbiased investment with ambiguity
Q Lin, X Sun, C Zhou
Journal of Economic Dynamics and Control 114, 103896, 2020
Mandaatit: National Natural Science Foundation of China
Second-order stochastic target problems with generalized market impact
B Bouchard, G Loeper, HM Soner, C Zhou
SIAM Journal on Control and Optimization 57 (6), 4125-4149, 2019
Mandaatit: Swiss National Science Foundation, Agence Nationale de la Recherche
Power forward performance in semimartingale markets with stochastic integrated factors
L Bo, A Capponi, C Zhou
Mathematics of Operations Research 48 (1), 288-312, 2023
Mandaatit: US National Science Foundation, National Natural Science Foundation of China
Large ranking games with diffusion control
S Ankirchner, N Kazi-Tani, J Wendt, C Zhou
Mathematics of Operations Research 49 (2), 675-696, 2024
Mandaatit: Agence Nationale de la Recherche
Decoding mean field games from population and environment observations by Gaussian processes
J Guo, C Mou, X Yang, C Zhou
Journal of Computational Physics 508, 112978, 2024
Mandaatit: Research Grants Council, Hong Kong
A risk-sharing framework of bilateral contracts
J Lee, S Sturm, C Zhou
SIAM Journal on Financial Mathematics 11 (2), 385-410, 2020
Mandaatit: National Natural Science Foundation of China
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