7 citations · 8 across the 4 of their papers we have counts for
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math.PR2017★ 1 cited
Reconstruction for the Asymmetric Ising Model on Regular Trees
Wenjian Liu, Ning Ning
It is known that the Kesten-Stigum reconstruction bound is tight for roughly symmetric binary channels. In this paper, we will adopt a refined analysis of moment recursion on a wei…
q-fin.MF2017
Uncertain Volatility Models with Stochastic Bounds
Jean-Pierre Fouque, Ning Ning
In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of…