Dejian Tian

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 2

Top Topics

Bregman Divergences

Relative Entropy

Squared Euclidean Distance

Top Venues

Math. Soc. Sci.

SIAM J. Financial Math.

Commun. Stat. Simul. Comput.

Publications

Dejian Tian
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets. SIAM J. Financial Math. 14 (1) (2023)
Xiaohui Shen, Long Jiang, Dejian Tian
Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators. Commun. Stat. Simul. Comput. 48 (1) (2019)
Dejian Tian, Weidong Tian
Optimal risk-sharing under mutually singular beliefs. Math. Soc. Sci. 72 (2014)
Dejian Tian, Xinli Suo
A note on convex risk statistic. Oper. Res. Lett. 40 (6) (2012)