Search Results for author: Jingchao Li

Found 1 papers, 0 papers with code

Dynamic risk measures with fluctuation of market volatility under Bochne-Lebesgue space

no code implementations4 Jun 2018 Fei Sun, Jingchao Li, Jieming Zhou

Starting from the global financial crisis to the more recent disruptions brought about by geopolitical tensions and public health crises, the volatility of risk in financial markets has increased significantly.

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