( en | de | ru )

 

Disambiguation of "Zheng, Harry"

Author of the publication

copydeleteadd this publication to your clipboard
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization.

, , and . Eur. J. Oper. Res., 262 (3): 851-862 (2017)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Walther Harry

Zheng-Zheng Kuang

Klaus-Peter Harry

Wolfram Harryers

Christoph Harryers

 

Other publications of authors with the same name

Interaction of credit and liquidity risks: Modelling and valuation. Journal of Banking & Finance, 30 (2): 391--407 (February 2006)Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization., and . Finance and Stochastics, 15 (3): 501-512 (2011)Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model., , and . Eur. J. Oper. Res., 280 (2): 428-440 (2020)The duration derby: a comparison of duration based strategies in asset liability management., , and . CDC, page 769-774. IEEE, (2002)Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan., and . Eur. J. Oper. Res., 281 (2): 341-356 (2020)On pricing and hedging basket credit derivatives with dependent structure., , , and . CIFEr, page 435-440. IEEE, (2014)A hidden Markov reduced-form risk model., , and . CIFEr, page 190-196. IEEE, (2014)Portfolio Selection, Periodic Evaluations and Risk Taking., and . Oper. Res., 71 (6): 2078-2091 (2023)Deep Neural Network Solution for Finite State Mean Field Game with Error Estimation., and . Dyn. Games Appl., 13 (3): 859-896 (September 2023)Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems., and . SIAM J. Control. Optim., 59 (5): 3152-3178 (2021)