57 citations · 70 across the 31 of their papers we have counts for
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q-fin.MF2024
Robust asset pricing and superhedging duality under model uncertainty with and without short-sale constraints
Shuzhen Yang, Wenqing Zhang
We study asset pricing and hedging under model uncertainty in discrete time and finite states. For the single-period model, we characterize no-arbitrage by the existence of strictl…
q-fin.RM2024
Uncertainty in the financial market and application to forecastabnormal financial fluctuations
Shige Peng, Shuzhen Yang, Wenqing Zhang
The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the…
math.PR2024
Sublinear expectation structure under countable state space
Shuzhen Yang, Wenqing Zhang
In this study, we propose the sublinear expectation structure under countable state space. To describe an interesting "nonlinear randomized" trial, based on a convex compact domain…