Jiatu Cai

According to our database, Jiatu Cai authored at least 3 papers between 2016 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching.

Jiatu Cai, Xinfu Chen, Min Dai

Manag. Sci., 2018

2016

Optimal Discretization of Hedging Strategies with Directional Views.

Jiatu Cai, Masaaki Fukasawa, Mathieu Rosenbaum, Peter Tankov

SIAM J. Financial Math., 2016

Asymptotic replication with modified volatility under small transaction costs.

Jiatu Cai, Masaaki Fukasawa

Finance Stochastics, 2016