Presidential Chair in Mathematics
V.F. Neuhaus Centennial Professor
Department of Mathematics, College of Natural Sciences
Department of Information, Risk, and Operations Management
Red McCombs School of Business | The University of Texas at Austin
Publications>Preprints>Submitted for publication
Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent
(664k PDF)
(with G. Liang and Y. Sun)
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
(1100k PDF)
(with R. Xu and L. Zhang)
Temporal and spatial turnpikes in Ito-diffusion markets under forward performance criteria
(455k PDF)
(with T. Geng)