Hongcan Lin

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Kalman Filtering

Riemannian Manifolds

Utility Maximization

Top Venues

Oper. Res. Lett.

Publications

Hongcan Lin, David Saunders, Chengguo Weng
BSDE approach to utility maximization with square-root factor processes. Oper. Res. Lett. 48 (2) (2020)