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researcher

Jun Deng

13 papers hereh-index 12332 citations37 works total

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

author position
  • first author2
  • middle author9
  • last author2

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • q-fin.GN3
  • q-fin.MF3
  • q-fin.RM3
  • q-fin.PR2
  • math.PR1
  • q-fin.TR1
same name
  • Jun Deng — 12 papers, h 13
  • Jun Deng — 3 papers, h 4
  • Jun Deng — 2 papers
  • Jun Deng — 2 papers, h 4
  • Jun Deng — 2 papers, h 5
  • Jun Deng — 1 paper

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
20122022
most citedNon-Arbitrage up to Random Horizon for Semimartingale Models

13 citations · 34 across the 12 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.MF2015★ 1 cited

Non-Arbitrage Under Additional Information for Thin Semimartingale Models

Anna Aksamit, Tahir Choulli, Jun Deng +1

This paper completes the two studies undertaken in \cite{aksamit/choulli/deng/jeanblanc2} and \cite{aksamit/choulli/deng/jeanblanc3}, where the authors quantify the impact of a ran…

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