Shiqi Song

Publication Activity (10 Years)

Years Active: 2014-2020
Publications (10 Years): 5

Top Topics

Brownian Motion

Coronary Artery Bypass

Stochastic Differential Equations

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Stéphane Crépey, Wissal Sabbagh, Shiqi Song
When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments. SIAM J. Financial Math. 11 (1) (2020)
Jiawei Liang, Yuanyuan Yang, Yu Wang, Shoubin Liu, Mu Lu, Shiqi Song, Peng Zhang
Variable Admittance Control for Human-Robot Collaboration in Robot-Assisted Orthopedic Surgery. ROBIO (2019)
Monique Jeanblanc, Libo Li, Shiqi Song
An enlargement of filtration formula with applications to multiple non-ordered default times. Finance Stochastics 22 (1) (2018)
Stéphane Crépey, Shiqi Song
Counterparty risk and funding: immersion and beyond. Finance Stochastics 20 (4) (2016)
Yuri Kabanov, Constantinos Kardaras, Shiqi Song
No arbitrage of the first kind and local martingale numéraires. Finance Stochastics 20 (4) (2016)
Claudio Fontana, Monique Jeanblanc, Shiqi Song
On arbitrages arising with honest times. Finance Stochastics 18 (3) (2014)