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researcher

Harry Zheng

29 papers hereh-index 17984 citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • last author27

Across the 28 of 29 papers where every author was matched, so the position is known.

fields
  • q-fin.CP8
  • q-fin.MF8
  • q-fin.PM5
  • math.OC3
  • q-fin.PR3
  • econ.GN1
same name
  • Harry Zheng — 7 papers, h 2
  • Harry Zheng — 4 papers, h 1
  • Harry Zheng — 2 papers, h 1
  • Harry Zheng — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102021
most citedDual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model

3 citations · 10 across the 28 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.MF2019

Speculative Trading, Prospect Theory and Transaction Costs

Alex S. L. Tse, Harry Zheng

A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.