Jiatu Cai

Identifiers

• name variant Jiatu Cai 0.60 · backfill

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

• 1510.04295 #1 · backfill · confidence 0.70 Jiatu Cai
• 1408.5677 #1 · backfill · confidence 0.70 Jiatu Cai

Frequent Coauthors

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