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Shuoqing Deng
Observed name:
Deng, Shuoqing
Institutions:
Hong Kong University of Science and Technology,
University of Hong Kong
Observed institutions:
Centre National de la Recherche Scientifique,
Centre de Recherche en Mathématiques de la Décision,
Hong Kong University of Science and Technology,
Université Paris Sciences et Lettres,
University of Michigan,
Université Paris Dauphine-PSL,
University of Hong Kong
show all 7
ORCID:
0000-0002-7514-4223
Observed ORCID:
0000-0002-7514-4223
OpenAlex ID:
A5050247384
The robust pricing–hedging duality for American options in discrete time financial markets
2018
·
Anna Aksamit
, Shuoqing Deng
, et al.
·
Mathematical Finance
·
36
PDF
Optimal Consumption with Reference to Past Spending Maximum
2020
·
Shuoqing Deng
, Xun Li
, et al.
·
Finance and Stochastics
·
31
PDF
Superreplication with proportional transaction cost under model uncertainty
2018
·
Bruno Bouchard
, Shuoqing Deng
, et al.
·
Mathematical Finance
·
12
PDF
Utility Maximization with Proportional Transaction Costs Under Model Uncertainty
2020
·
Shuoqing Deng
, Xiaolu Tan
, et al.
·
Mathematics of Operations Research
·
6
PDF
A potential-based construction of the increasing supermartingale coupling
2023
·
Erhan Bayraktar
, Shuoqing Deng
, et al.
·
The Annals of Applied Probability
·
4
PDF
Supermartingale shadow couplings: The decreasing case
2023
·
Erhan Bayraktar
, Shuoqing Deng
, et al.
·
Bernoulli
·
3
Supermartingale Brenier’s Theorem with Full-Marginal Constraint
2023
·
Erhan Bayraktar
, Shuoqing Deng
, et al.
·
WORLD SCIENTIFIC eBooks
·
1
Supermartingale shadow couplings: the decreasing case
2022
·
Bayraktar, Erhan
, Deng, Shuoqing
, et al.
·
arXiv (Cornell University)
·
1
PDF
A sparse grid approach to balance sheet risk measurement
2019
·
Cyril Bénézet
, Jérémie Bonnefoy
, et al.
·
ESAIM Proceedings and Surveys
·
1
PDF
Duality in nondominated discrete-time models for Americain options
2016
·
Shuoqing Deng
, Xiaolu Tan
·
arXiv (Cornell University)
·
1
Distribution-constrained maximum stopping of maximum type
2026
·
Deng, Shuoqing
, Zhang, Xin
·
arXiv (Cornell University)
PDF
Kyle meets time-inconsistency: a dynamic mean--variance informed trading problem
2026
·
Deng, Shuoqing
, Luo, Zhichao
, et al.
·
arXiv (Cornell University)
PDF
Distribution-constrained optimal multiple stopping: the Root-type solution
2026
·
Deng, Shuoqing
, Huang, Daxin
·
arXiv (Cornell University)
PDF
Convex ordering for graphon mean-field systems
2026
·
Cui, Daorong
, Deng, Shuoqing
, et al.
·
arXiv (Cornell University)
PDF
Graphon Mean Field Game of mutual holding
2026
·
Cui, Daorong
, Deng, Shuoqing
, et al.
·
arXiv (Cornell University)
PDF
Stability of supermartingale optimal transport problems
2026
·
Deng, Shuoqing
, Guo, Gaoyue
, et al.
·
arXiv (Cornell University)
PDF
On Time-Consistent Equilibrium Stopping Under Aggregation of Diverse Discount Rates
2025
·
Shuoqing Deng
, Xiang Yu
, et al.
·
Mathematics of Operations Research
PDF
Supermartingale Brenier's Theorem with full-marginals constraint
2023
·
Erhan Bayraktar
, Shuoqing Deng
, et al.
·
Frontiers of Mathematical Finance
PDF
Robust finance : a model randomization approach
2019
·
Shuoqing Deng
PDF
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Works count:
21
Citation count:
96
H-index:
4
I10-index:
3
Year
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