Jiatu Cai

According to our database1, Jiatu Cai authored at least 3 papers between 2016 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching.
Manag. Sci., 2018

2016
Optimal Discretization of Hedging Strategies with Directional Views.
SIAM J. Financial Math., 2016

Asymptotic replication with modified volatility under small transaction costs.
Finance Stochastics, 2016


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