Shuoqing Deng

Fe b 20 19 Utility maximization with proportional transaction costs under model uncertainty

Xiaolu Tan, Xiang Yu, Shuoqing Deng, 2019 .

2 2 Ju l 2 01 8 Utility maximization with proportional transaction costs under model uncertainty

Xiaolu Tan, Xiang Yu, Shuoqing Deng, 2018 .

Supermartingale shadow couplings: the decreasing case

Shuoqing Deng, Dominykas Norgilas, Erhan Bayraktar, 2022, 2207.11732.

Optimal consumption with reference to past spending maximum

H. Pham, Xun Li, Xiang Yu, 2020, Finance and Stochastics.

The robust pricing–hedging duality for American options in discrete time financial markets

Xiaolu Tan, Anna Aksamit, Jan Obl'oj, 2016, Mathematical Finance.

On time-consistent equilibrium stopping under aggregation of diverse discount rates

Xiang Yu, Jiacheng Zhang, Shuoqing Deng, 2023, 2302.07470.