Feng Hu
Finance · with Chen · 2011
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it; #5,821 of 10,518 by trust here, #9,725 by citations
Whom Feng Hu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Feng Hu overall
Papers from Feng Hu's perspective
Ordered by how strongly the researchers Feng Hu trusts endorse each paper. Same corpus, a different order for every researcher.
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Ambiguity, risk, and asset returns in continuous time
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
- Convex measures of risk and trading constraints (Finance and Stochastics)
- A complete representation theorem for G-martingales
- On viscosity solutions of path dependent PDEs
- A New Central Limit Theorem under Sublinear Expectations
- Some properties on G-evaluation and its applications to G-martingale decomposition
Their papers
- A law of the iterated logarithm under sublinear expectations (2011) — 52 citations