output
20122026
most citedIncorporating Lambertian Priors into Surface Normals Measurement

38 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.MFShow all

3 papers · 1 filter

q-fin.MF2019★ 4 cited

A hybrid stochastic differential reinsurance and investment game with bounded memory

Yanfei Bai, Zhongbao Zhou, Helu Xiao +2

This paper investigates a hybrid stochastic differential reinsurance and investment game between one reinsurer and two insurers, including a stochastic Stackelberg differential sub…

q-fin.MF2017

Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients

Shaolin Ji, Hanqing Jin, Xiaomin Shi

This paper studies the continuous time mean-variance portfolio selection problem with one kind of non-linear wealth dynamics. To deal the expectation constraint, an auxiliary stoch…

q-fin.MF2016★ 2 cited

Time-Inconsistent Stochastic Linear-quadratic Differential Game

Qinglong Zhou, Gaofeng Zong

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as w…