Xue Cheng
Finance · 2013
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it
- Economics and Econometrics — 6 citations into it
Whom Xue Cheng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Vivek Shripad Borkar
- Frank Riedel
- Zengjing Chen
- Shige Peng
- Erhan Bayraktar
- Ioannis Karatzas
- M. Trojanowska
- Fabio Maccheroni
- M. Crandall
Papers from Xue Cheng's perspective
Ordered by how strongly the researchers Xue Cheng trusts endorse each paper. Same corpus, a different order for every researcher.
- Ambiguity, risk, and asset returns in continuous time
- Controlled Markov processes and viscosity solutions
- Controlled diffusion processes
- Brownian Motion and Stochastic Calculus
- A general downcrossing inequality for g-martingales
- User’s guide to viscosity solutions of second order partial differential equations
- Optimal Stopping With Multiple Priors
- Dynamic variational preferences (Journal of Economics Theory)
- Strategic Investment: Real Options and Games
- Optimal Stopping and the American Put
Their papers
- Optimal stopping under ambiguity in continuous time (2013) — 95 citations