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Shidan Liu

1 paper here

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  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.MF1

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most citedSuperhedging duality for multi-action options under model uncertainty with information delay

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.MF2021★ 1 cited

Superhedging duality for multi-action options under model uncertainty with information delay

Anna Aksamit, Ivan Guo, Shidan Liu +1

We consider the superhedging price of an exotic option under nondominated model uncertainty in discrete time in which the option buyer chooses some action from an (uncountable) act…

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