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Jiatu Cai

  1. Optimal discretization of hedging strategies with directional views
    2014/07/17 by Jiatu Cai, Cai, Jiatu, Masaaki Fukasawa +5 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #stochastic dynamics and bifurcation