Shiqi Song

According to our database, Shiqi Song authored at least 6 papers between 2014 and 2020.

Collaborative distances:

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

2020

When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments.

Stéphane Crépey, Wissal Sabbagh, Shiqi Song

SIAM J. Financial Math., 2020

2019

Variable Admittance Control for Human-Robot Collaboration in Robot-Assisted Orthopedic Surgery.

Jiawei Liang, Yuanyuan Yang, Yu Wang, Shoubin Liu, Mu Lu, Shiqi Song, Peng Zhang

Proceedings of the 2019 IEEE International Conference on Robotics and Biomimetics, 2019

2018

An enlargement of filtration formula with applications to multiple non-ordered default times.

Monique Jeanblanc, Libo Li, Shiqi Song

Finance Stochastics, 2018

2016

No arbitrage of the first kind and local martingale numéraires.

Yuri Kabanov, Constantinos Kardaras, Shiqi Song

Finance Stochastics, 2016

Counterparty risk and funding: immersion and beyond.

Stéphane Crépey, Shiqi Song

Finance Stochastics, 2016

2014

On arbitrages arising with honest times.

Claudio Fontana, Monique Jeanblanc, Shiqi Song

Finance Stochastics, 2014