| Author/Title |
Research Type |
Related Fields |
| Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific |
Publications, Books |
Financial Mathematics, Risk Management, Stochastic Modeling |
| Yang, Y.-J. and Cheng, Y.-C., "Potentials of continuous Markov processes and random perturbations" J. Phys. A: Math. Theor. 54 195001 (2021) |
Publications, Articles |
Dynamical Systems, Mathematical Physics, Probability, Stochastic Modeling |
| Yang, Y.-J., & Qian, H. Bivectorial Nonequilibrium Thermodynamics: Cycle Affinity, Vorticity Potential, and Onsager’s Principle. J Stat. Phys. 182, 46 (2021). |
Publications, Articles |
Biophysics, Dynamical Systems, Mathematical Biology, Mathematical Physics, Probability, Stochastic Modeling |
| Yang, Y.-J. & Qian, H. Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129 (2020) |
Publications, Articles |
Biophysics, Dynamical Systems, Mathematical Biology, Mathematical Physics, Probability, Stochastic Modeling |
| Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. |
Publications, Books |
Data Science, Financial Mathematics, Optimization and Variational Analysis, Probability, Statistics, Stochastic Modeling |
| Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. |
Publications, Books |
Financial Mathematics, Optimization and Variational Analysis, Probability, Risk Management, Stochastic Modeling |
| Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020 |
Publications, Articles |
Financial Mathematics, Probability, Risk Management, Stochastic Modeling |
