Chen Yang

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management

Hong Kong

China

SCHOLARLY PAPERS

2

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74

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0

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Scholarly Papers (2)

1.

Inventory Management for High-Frequency Trading With Imperfect Competition

Number of pages: 25 Posted: 29 Aug 2018 Last Revised: 04 Jun 2019
University of Manchester, Imperial College London - Department of Mathematics, Boston University - Questrom School of Business and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 62 (367,815)

Abstract:

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High-Frequency Trading, Information Asymmetry, Inventory Management, Imperfect Competition

2.

A Stochastic Representation for Nonlocal Parabolic PDEs with Applications

Mathematics of Operations Research
Number of pages: 32
Min Dai, Steven Kou and Chen Yang
National University of Singapore (NUS) - Department of Mathematics, Boston University and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 12

Abstract:

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Dual-purpose Funds, Feynman-Kac Representation, Linear Thermoelasticity, Nonlocal Problems, Parabolic PDEs