Harry Zheng - Citegraph

Author Info

Name	Affiliation	Papers
HARRY ZHENG	Univ London Imperial Coll Sci Technol & Med, London, England	20
Collaborators	Citations	PageRank
23	28	9.30
Referers	Referees	References
64	61	35

Publications (20 rows)

Collaborators (23 rows)

Referers (64 rows)

Referees (61 rows)

Title	Citations	PageRank	Year
Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty	0	0.34	2022
Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan.	0	0.34	2020
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model.	0	0.34	2020
Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation	1	0.36	2020
Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems.	0	0.34	2019
Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations	0	0.34	2018
Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model.	0	0.34	2018
On infectious model for dependent defaults.	0	0.34	2017
Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk.	0	0.34	2017
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization.	0	0.34	2017
On pricing and hedging basket credit derivatives with dependent structure	0	0.34	2014
On reduced-form intensity-based model with 'trigger' events.	1	0.36	2014
A hidden Markov reduced-form risk model	0	0.34	2014
On modeling credit defaults: A probabilistic Boolean network approach.	8	0.52	2013
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization.	1	0.44	2011
The Valuation of the Basket CDS in a Primary-Subsidiary Model	1	0.35	2011
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems	6	0.72	2011
Basket CDS pricing with interacting intensities	6	1.46	2009
Efficient frontier of utility and CVaR	3	1.01	2009
Macaulay durations for nonparallel shifts	1	0.37	2007