papers
Publications (11)
q-fin.PM2019
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Alexis Bismuth, Olivier Guéant, Jiang Pu
q-fin.ST2017
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms
Jean-David Fermanian, Olivier Guéant, Jiang Pu
q-fin.TR2015
Option pricing and hedging with execution costs and market impact
Olivier Guéant, Jiang Pu
cond-mat.str-el2019
Two-dimensional ground-state mapping of a Mott-Hubbard system in a flexible field-effect device
Yoshitaka Kawasugi, Kazuhiro Seki, Satoshi Tajima +5
q-fin.TR2019
Mid-price estimation for European corporate bonds: a particle filtering approach
Olivier Guéant, Jiang Pu
cond-mat.mes-hall2014
Charge transport in ion-gated mono-, bi-, and trilayer MoS2 field effect transistors
Leiqiang Chu, Hennrik Schmidt, Jiang Pu +4
cond-mat.mtrl-sci2013
Large-Area Aiming Synthesis of WSe2 Monolayers
Jing-Kai Huang, Jiang Pu, Chih-Piao Chuu +9
q-fin.TR2014
A convex duality method for optimal liquidation with participation constraints
Olivier Guéant, Jean-Michel Lasry, Jiang Pu
q-fin.TR2014
Accelerated Share Repurchase: pricing and execution strategy
Olivier Guéant, Jiang Pu, Guillaume Royer
cond-mat.str-el2016
Electron-hole doping asymmetry of Fermi surface reconstructed in a simple Mott insulator
Yoshitaka Kawasugi, Kazuhiro Seki, Yusuke Edagawa +6
cond-mat.mtrl-sci2016
Photodetection in p-n junctions formed by electrolyte-gated transistors of two-dimensional crystals
Daichi Kozawa, Jiang Pu, Ryo Shimizu +8