TI
0000-0003-2787-7569 Employment
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Publications (88)
- Feynman Formula for Discrete-Time Quantum Walks Save
- Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market Save
- Heterogenous Macro-Finance Model: A Mean-field Game Approach Save
- Optimal Investment with Insider Information Using Skorokhod & Russo-Vallois Integration Save
- Rank-Based Stochastic Differential Inclusions and Diffusion Limits for a Load-Balancing Model Save
- Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing Save
- Short Communication: Finding the Nonnegative Minimal Solutions of Cauchy PDEs in a Volatility-Stabilized Market Save
- Stochastic Volterra integral equations with ranks as scaling limits of parallel infinite-server queues under weighted shortest queue policy Save
- Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models Save
- A NEW COMPOUND POISSON PROCESS AND ITS FRACTIONAL VERSIONS Save
- A New Compound Poisson Process and Its Fractional Versions Save
- Bilateral Gamma Approximation in Weiner Space Save
- Catalan Numbers, Riccati Equations and Convergence Save
- Catalan Numbers, Riccati Equations and Convergence Save
- Invariant measure of gaps in degenerate competing three-particle systems Save
- Invariant measure of gaps in degenerate competing three-particle systems Save
- OPTIMAL INVESTMENT WITH INSIDER INFORMATION USING SKOROKHOD & RUSSO-VALLOIS INTEGRATION Save
- RANK-BASED STOCHASTIC DIFFERENTIAL INCLUSIONS AND DIFFUSION LIMITS FOR A LOAD BALANCING MODEL Save
- Relative Arbitrage Opportunities with Interactions among $N$ Investors Save
- Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing Save