pith. sign in

Shiqi Song

Identifiers

  • name variant Shiqi Song 0.60 · backfill

Papers (17)

  1. Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives math.PR · 2017 · author #1
  2. From Doob's maximal identity to Azema supermartingale math.PR · 2016 · author #1
  3. Construction of multi-default models with full viability math.PR · 2015 · author #1
  4. An introduction of the enlargement of filtration math.PR · 2015 · author #1
  5. Drift operator in a viable expansion of information flow math.PR · 2015 · author #1
  6. Martingale representation processes and applications in the market viability with information flow expansion math.PR · 2015 · author #1
  7. No arbitrage and local martingale deflators math.PR · 2015 · author #3
  8. Local martingale deflators for asset processes stopped at a default time $S^\tau$ or right before $S^{\tau-}$ q-fin.PR · 2014 · author #1
  9. An enlargement of filtration formula with application to progressive enlargement with multiple random times math.PR · 2014 · author #3
  10. Dynamic construction of martingales of density functions math.PR · 2014 · author #1
  11. Random time with differentiable conditional distribution function math.PR · 2013 · author #1
  12. $\natural$-model with jumps math.PR · 2013 · author #1
  13. An alternative proof of a result of Takaoka math.PR · 2013 · author #1
  14. Local solution method for the problem of enlargement of filtration math.PR · 2013 · author #1
  15. Optional splitting formula in a progressively enlarged filtration math.PR · 2012 · author #1
  16. On arbitrages arising from honest times q-fin.PM · 2012 · author #3
  17. Drift operator in a market affected by the expansion of information flow : a case study math.PR · 2012 · author #1

Mentions

  • 1511.00331 #1 · backfill · confidence 0.70 Shiqi Song
  • 1510.05212 #1 · backfill · confidence 0.70 Shiqi Song
  • 1505.03766 #1 · backfill · confidence 0.70 Shiqi Song
  • 1505.00560 #1 · backfill · confidence 0.70 Shiqi Song
  • 1501.04363 #3 · backfill · confidence 0.70 Shiqi Song
  • 1405.4474 #1 · backfill · confidence 0.70 Shiqi Song
  • 1402.3278 #3 · backfill · confidence 0.70 Shiqi Song
  • 1401.6909 #1 · backfill · confidence 0.70 Shiqi Song
  • 1312.5709 #1 · backfill · confidence 0.70 Shiqi Song
  • 1309.7635 #1 · backfill · confidence 0.70 Shiqi Song
  • 1306.1062 #1 · backfill · confidence 0.70 Shiqi Song
  • 1302.2862 #1 · backfill · confidence 0.70 Shiqi Song
  • 1208.4149 #1 · backfill · confidence 0.70 Shiqi Song
  • 1207.1759 #3 · backfill · confidence 0.70 Shiqi Song
  • 1207.1662 #1 · backfill · confidence 0.70 Shiqi Song

Frequent Coauthors