Henry Chiu

Identifiers

• name variant Henry Chiu 0.60 · backfill

Papers (3)

1. Model-free portfolio allocation in continuous-time q-fin.MF · 2024 · author #1
2. On pathwise quadratic variation for cadlag functions math.PR · 2018 · author #1
3. Subordination of Predictable Compensators math.PR · 2014 · author #1

Mentions

• 2411.05470 #1 · arxiv_oai · confidence 0.70 Henry Chiu
• 1411.7547 #1 · backfill · confidence 0.70 Henry Chiu

Frequent Coauthors

• Rama Cont 1 shared papers