1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2020
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection
Dingqian Sun, Gechun Liang, Shanjian Tang
We study the quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of BMO martingale and change of measure techniques…
q-fin.MF2020★ 1 cited
The convergence rate from discrete to continuous optimal investment stopping problem
Dingqian Sun
We study the optimal investment stopping problem in both continuous and discrete case, where the investor needs to choose the optimal trading strategy and optimal stopping time con…