Paper Publications
- [1] . Fixed-point iterative algorithm for SVI model. 金融研究通信, 80, 2025.
- [2] . Linear regression under model uncertainty. Probability, Uncertainty and Quantitative Risk, 8, 523-546, 2023.
- [3] . Stochastic maximum principle for recursive optimal control problems with varying terminal time. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 530, 2024.
- [4] . Optimal consumption for recursive preferences with local substitution — the case of certainty. Journal of Mathematical Economics, 2024.
- [5] 李邯武. Optimal consumption for recursive preferences with local substitution — the case of certainty. Journal of Mathematical Economics, 110, 2024.
- [6] . 次线性期望下ES的计算和实证分析. 应用概率统计, 39, 623-632, 2023.
- [7] . Imbalanced binary classification under distribution uncertainty. Information Sciences, 156, 2023.
- [8] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
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