papers
Publications (3)
math.PR2017
Bessel bridge representation for heat kernel in hyperbolic space
Xue Cheng, Tai-Ho Wang
q-fin.MF2019
Optimal execution with dynamic risk adjustment
Xue Cheng, Marina Di Giacinto, Tai-Ho Wang
math.PR2018
Decomposing Correlated Random Walks on Common and Counter Movements
Tianyao Chen, Xue Cheng, Jingping Yang