Qingshuo Song: search on Z-Library

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1

An optimal pairs-trading rule

Song, Qingshuo, Zhang, Qing

Journal:

Year:

2013

Language:

english

File:

PDF, 612 KB

english, 2013

2

The stochastic solution to a Cauchy problem for degenerate parabolic equations

Chen, Xiaoshan, Huang, Yu-Jui, Song, Qingshuo, Zhu, Chao

Journal:

Journal of Mathematical Analysis and Applications

Year:

2017

Language:

english

File:

PDF, 1.31 MB

english, 2017

3

Saddle points of discrete Markov zero-sum game with stopping

Xun Li, Jie Shen, Qingshuo Song

Journal:

Year:

2012

Language:

english

File:

PDF, 342 KB

english, 2012

4

Characterization of stochastic control with optimal stopping in a Sobolev space

Chen, Xiaoshan, Song, Qingshuo, Yi, Fahuai, Yin, George

Journal:

Year:

2013

Language:

english

File:

PDF, 616 KB

english, 2013

5

Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

Leung, Tim, Song, Qingshuo, Yang, Jie

Journal:

Finance and Stochastics

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

6

Mean Exit Times and the Multilevel Monte Carlo Method

Higham, Desmond J., Mao, Xuerong, Roj, Mikolaj, Song, Qingshuo, Yin, George

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2013

Language:

english

File:

PDF, 354 KB

english, 2013

7

On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices

Song, Qingshuo, Chen, Guanrong, Ho, Daniel W. C.

Journal:

IEEE Transactions on Automatic Control

Year:

2011

Language:

english

File:

PDF, 213 KB

english, 2011

8

Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution

Song, Qingshuo, Yang, Pengfei

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 159 KB

english, 2015

9

On singular control problems with state constraints and regime-switching: A viscosity solution approach

Song, Qingshuo, Zhu, Chao

Journal:

Year:

2016

Language:

english

File:

PDF, 511 KB

english, 2016

10

Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk

Huang, Yao Tung, Song, Qingshuo, Zheng, Harry

Journal:

SIAM Journal on Financial Mathematics

Year:

2017

Language:

english

File:

PDF, 1.72 MB

english, 2017

11

Ergodicity and strong limit results for two-time-scale functional stochastic differential equations

Bao, Jianhai, Song, Qingshuo, Yin, George, Yuan, Chenggui

Journal:

Stochastic Analysis and Applications

Year:

2017

Language:

english

File:

PDF, 669 KB

english, 2017

12

The density evolution of the killed McKean–Vlasov process

Caines, Peter E., Ho, Daniel, Song, Qingshuo

Journal:

Year:

2019

Language:

english

File:

PDF, 1.40 MB

english, 2019

13

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

Qingshuo Song, Gang George Yin

Journal:

Journal of Systems Science and Complexity

Year:

2010

Language:

english

File:

PDF, 292 KB

english, 2010

14

On Optimal Harvesting Problems in Random Environments

Song, Qingshuo, Stockbridge, Richard H., Zhu, Chao

Journal:

SIAM Journal on Control and Optimization

Year:

2011

Language:

english

File:

PDF, 332 KB

english, 2011

15

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market

Song, Qingshuo, Yin, G. George, Zhu, Chao

Journal:

SIAM Journal on Control and Optimization

Year:

2012

Language:

english

File:

PDF, 284 KB

english, 2012

16

Optimal Portfolio Selection Under Concave Price Impact

Jin Ma, Qingshuo Song, Jing Xu, Jianfeng Zhang

Journal:

Applied Mathematics & Optimization

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

17

Numerical Solutions for Stochastic Differential Games With Regime Switching

Song, Qingshuo, Yin, G. George, Zhang, Zhimin

Journal:

IEEE Transactions on Automatic Control

Year:

2008

Language:

english

File:

PDF, 327 KB

english, 2008

18

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals

Song, Qingshuo, Yin, George, Zhang, Qing

Journal:

SIAM Journal on Control and Optimization

Year:

2013

Language:

english

File:

PDF, 592 KB

english, 2013

19

[IEEE 2010 49th IEEE Conference on Decision and Control (CDC) - Atlanta, GA, USA (2010.12.15-2010.12.17)] 49th IEEE Conference on Decision and Control (CDC) - Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times

Song, Qingshuo, Yin, G.

Year:

2010

Language:

english

File:

PDF, 212 KB

english, 2010

20

On the Continuity of Stochastic Exit Time Control Problems

Bayraktar, Erhan, Song, Qingshuo, Yang, Jie

Journal:

Stochastic Analysis and Applications

Year:

2010

Language:

english

File:

PDF, 173 KB

english, 2010

21

OUTPERFORMING THE MARKET PORTFOLIO WITH A GIVEN PROBABILITY

Erhan Bayraktar, Yu-Jui Huang and Qingshuo Song

Journal:

The Annals of Applied Probability

Year:

2012

Language:

english

File:

PDF, 1.78 MB

english, 2012

22

Outperforming the market portfolio with a given probability

Bayraktar, Erhan, Huang, Yu-Jui, Song, Qingshuo

Journal:

The Annals of Applied Probability

Year:

2012

Language:

english

File:

PDF, 281 KB

english, 2012

23

Spectral Methods for Substantial Fractional Differential Equations

Huang, Can, Zhang, Zhimin, Song, Qingshuo

Journal:

Journal of Scientific Computing

Year:

2017

Language:

english

File:

PDF, 774 KB

english, 2017

24

Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators

Bayraktar, Erhan, Song, Qingshuo

Journal:

SIAM Journal on Control and Optimization

Year:

2018

Language:

english

File:

PDF, 427 KB

english, 2018

25

Generalized Hypothesis Testing and Maximizing the Success Probability in Financial Markets

Leung, Tim S.T., Song, Qingshuo, Yang, Jie

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 101 KB

english, 2011

26

Exit Problems as the Generalized Solutions of Dirichlet Problems

Han, Yuecai, Song, Qingshuo, Wang, Gu

Journal:

SIAM Journal on Control and Optimization

Year:

2019

Language:

english

File:

PDF, 291 KB

english, 2019

27

Pricing double volatility barriers option under stochastic volatility

Han, Yuecai, Liu, Chunyang, Song, Qingshuo

Journal:

Year:

2020

File:

PDF, 2.30 MB

2020

28

Solving Elliptic Hamilton-Jacobi-Bellman Equations in a Value Space

Qiu, Wenhao, Song, Qingshuo, Yin, George

Journal:

IEEE Control Systems Letters

Year:

2021

File:

PDF, 641 KB

2021

29

Inverse Gaussian quadrature and finite normal-mixture approximation of generalized hyperbolic distribution

Choi, Jaehyuk, Du, Yeda, Song, Qingshuo

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

File:

PDF, 697 KB

2020

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