Continuous-time Portfolio Optimization with Twice Integrated Kernel-Based Collocation (ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2021 2021)
Continuous Time Portfolio Optimization with Twice Integrated Kernel-Based Collocation (The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2021)
A Liability Tracking Portfolio for Pension Fund Management (The 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2014)
Optimal Execution Problem : combined stochastic control approach (The 45th ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2013)