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Added the data asset paper.

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Chen Yang
2025-05-21 14:04:31 +08:00
parent 5afa984dc6
commit 12869f802f
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@@ -116,6 +116,14 @@ Postgraduate Courses
</div>
</li><br>
<li>Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity (with <a href="https://scholar.google.com/citations?user=os0TtfkAAAAJ&hl=en" target="_blank">Xiaoshan Chen</a> and Zhou Yang).<br>
Working Paper. [<a href="" onclick="toggleAbstract('abs_dataAsset');return false">Abstract</a>|<a href="">SSRN</a>]<br>
<div style="display:none" id="abs_dataAsset">
<hr>
<i></i>
</div>
</li><br>
<li>Arbitrage in Perpetual Contracts (with <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a> and Linfeng Li).<br>
Working Paper. [<a href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262857" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_arbPerp">
@@ -141,7 +149,7 @@ Postgraduate Courses
</div>
</li><br>
<li>Calibration of Local Volatility Models under the Implied Volatility Criterion (with Xinfu Chen, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Zhou Yang).<br>
<li>Calibration of Local Volatility Models under the Implied Volatility Criterion (with <a href="https://scholar.google.com/citations?user=MbbX8kUAAAAJ&hl=en" target="_blank">Xinfu Chen</a>, <a href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Zhou Yang).<br>
<b>submitted</b>. [<a href="" onclick="toggleAbstract('abs_LocalVol');return false">Abstract</a>|<a href=" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801520" target="_blank">SSRN</a>]<br>
<div style="display:none" id="abs_LocalVol">
<hr>