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Qingshuo Song

Identifiers

  • name variant Qingshuo Song 0.60 · backfill

Papers (19)

  1. The density evolution of the killed Mckean-Vlasov process math.PR · 2018 · author #3
  2. Exit problem as the generalized solution of Dirichlet problem math.PR · 2018 · author #2
  3. Solvability of Dirichlet problem with Integro-differential Operator math.AP · 2016 · author #2
  4. A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations math.PR · 2015 · author #2
  5. Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients math.PR · 2015 · author #2
  6. Weak Convergence of Path-Dependent SDEs in Basket CDS Pricing with Contagion Risk q-fin.MF · 2015 · author #2
  7. Spectral method for substantial fractional differential equations math.NA · 2014 · author #2
  8. An Optimal Pairs-Trading Rule q-fin.PR · 2013 · author #1
  9. Weak Convergence Methods for Approximation of Path-dependent Functionals math.PR · 2013 · author #1
  10. On Singular Control Problems with State Constraints and Regime-Switching: A Viscosity Solution Approach math.OC · 2012 · author #1
  11. Optimal Portfolio Selection under Concave Price Impact math.PR · 2012 · author #2
  12. Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance q-fin.PR · 2011 · author #2
  13. Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing q-fin.PM · 2011 · author #2
  14. Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE q-fin.PR · 2011 · author #1
  15. Outperforming the market portfolio with a given probability q-fin.CP · 2010 · author #3
  16. On Optimal Harvesting Problems in Random Environments math.OC · 2010 · author #1
  17. Consensus over a Random Network Generated by i.i.d. Stochastic Matrices cs.NI · 2010 · author #1
  18. Utility Maximization of an Indivisible Market with Transaction Costs q-fin.PM · 2010 · author #1
  19. On the Continuity of Stochastic Exit Time Control Problems math.PR · 2009 · author #2

Mentions

  • 1302.6120 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1302.4278 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1208.5757 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1204.4852 #2 · backfill · confidence 0.70 Qingshuo Song
  • 1201.0075 #2 · backfill · confidence 0.70 Qingshuo Song
  • 1109.5316 #2 · backfill · confidence 0.70 Qingshuo Song
  • 1102.2285 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1006.3224 #3 · backfill · confidence 0.70 Qingshuo Song
  • 1004.4250 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1004.3617 #1 · backfill · confidence 0.70 Qingshuo Song
  • 1003.2930 #1 · backfill · confidence 0.70 Qingshuo Song
  • 0907.0062 #2 · backfill · confidence 0.70 Qingshuo Song

Frequent Coauthors