Research output per year
Research output per year
Search results
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2018
Risk-neutral valuation under differential funding costs, defaults and collateralization
Brigo, D., Buescu, C., Francischello, M., Pallavicini, A. & Rutkowski, M., 28 Feb 2018.Research output: Working paper/Preprint › Working paper
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2015
Representation of homothetic forward performance processes via ergodic and infinite horizon quadratic BSDE in stochastic factor models
Liang, G. & Zariphopoulou, T., 16 Nov 2015.Research output: Working paper/Preprint › Working paper
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2010
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
Liang, G., Lyons, T. & Qian, Z., 2010, arXhiv.org, 26 p.Research output: Working paper/Preprint › Working paper