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Jia-Wen Gu

Identifiers

  • name variant Jia-Wen Gu 0.60 · backfill

Papers (11)

  1. Optimal Liquidation Problems in a Randomly-Terminated Horizon q-fin.TR · 2017 · author #3
  2. Generalized Optimal Liquidation Problems Across Multiple Trading Venues q-fin.TR · 2016 · author #3
  3. Interacting Default Intensity with Hidden Markov Process q-fin.CP · 2016 · author #3
  4. Trading Strategy with Stochastic Volatility in a Limit Order Book Market q-fin.TR · 2016 · author #2
  5. On Optimal Pricing Model for Multiple Dealers in a Competitive Market q-fin.TR · 2015 · author #2
  6. Optimal Portfolio Liquidation and Dynamic Mean-variance Criterion q-fin.TR · 2015 · author #1
  7. On Correlated Defaults and Incomplete Information q-fin.MF · 2014 · author #2
  8. On Modeling Economic Default Time: A Reduced-Form Model Approach q-fin.CP · 2013 · author #1
  9. On Infectious Model for Dependent Defaults q-fin.RM · 2013 · author #1
  10. On Reduced Form Intensity-based Model with Trigger Events q-fin.CP · 2013 · author #1
  11. On Pricing Basket Credit Default Swaps q-fin.PR · 2012 · author #1

Mentions

  • 1301.0186 #1 · backfill · confidence 0.70 Jia-Wen Gu
  • 1301.0109 #1 · backfill · confidence 0.70 Jia-Wen Gu
  • 1204.4025 #1 · backfill · confidence 0.70 Jia-Wen Gu

Frequent Coauthors