Jiatu Cai

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Papers (3)

1. Asymptotic Optimal Tracking: Feedback Strategies math.PR · 2016 · author #1
2. Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach math.PR · 2015 · author #1
3. Asymptotic replication with modified volatility under small transaction costs q-fin.MF · 2014 · author #1

Mentions

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Frequent Coauthors

• Mathieu Rosenbaum 2 shared papers
• Peter Tankov 2 shared papers
• Masaaki Fukasawa 1 shared papers