Sections
Left Column
Image Caption
DENG, Shuoqing
鄧碩青
(PhD Paris Dauphine-PSL University)
Phone: (852) 2358 7423Email: masdeng@ust.hk
Office: Room 3485
Home Page
Right Column
Image
Image
Assistant Professor
Research Interests
Applied Probability; Financial Mathematics; Stochastic Optimal ControlTeaching
- MATH4513 Life Contingencies Models and Insurance Risk
Selected Publications
Article
-
Supermartingale Brenier's Theorem with full-marginals constraint
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Source: Frontiers of Mathematical Finance, March 2023, article number fmf.2023010
- Year: 2023
-
A potential-based construction of the increasing supermartingale coupling
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Source: Annals of Applied Probability, 2023
- Year: 2023
-
Supermartingale shadow couplings: the decreasing case
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Source: Bernoulli, 2023
- Year: 2023
-
Optimal consumption with reference to past spending maximum
- Author(s): Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang
- Source: Finance and Stochastics, v. 26, (2), April 2022, p. 217-266
- Year: 2022
-
Utility Maximization with Proportional Transaction Costs Under Model Uncertainty
- Author(s): Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang
- Source: Mathematics of Operations Research, v. 45, (4), November 2020, p. 1210-1236
- Year: 2020
-
The robust pricing–hedging duality for American options in discrete time financial markets
- Author(s): Aksamit, Anna; Deng, Shuoqing; Obłój, Jan; Tan, Xiaolu
- Source: Mathematical Finance, v. 29, (3), July 2019, p. 861-897
- Year: 2019
-
A sparse grid approach to balance sheet risk measurement
- Author(s): Bénézet, Cyril; Bonnefoy, Jérémie; Chassagneux, Jean-François; Deng, Shuoqing; Trillos, Camilo Garcia; Lenôtre, Lionel
- Source: ESAIM: Proceedings and Surveys, v. 65, February 2019, p. 236-265
- Year: 2019
-
Superreplication with proportional transaction cost under model uncertainty
- Author(s): Bouchard, Bruno; Deng, Shuoqing; Tan, Xiaolu
- Source: Mathematical Finance, v. 29, (3), July 2019, p. 837-860
- Year: 2019
Conference paper
-
Supermartingale Breiner's Theorem with full marginals constraints
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Year: 2022
Preprint
-
Supermartingale Brenier’s Theorem with full-marginals constraint
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Source: Peter Carr Gedenkschrift: A special issue of the Frontiers of Mathematical Finance, 2023
- Year: 2023
-
On time-consistent equilibrium stopping under aggregation of diverse discount rates
- Author(s): Deng, Shuoqing; Yu, Xiang; Zhang, Jiacheng
- Source: arXiv, February 2023, Article number 2302.07470
- Year: 2023
-
Supermartingale shadow couplings: the decreasing case
- Author(s): Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
- Source: arXiv, July 2022, Article number 2207.11732
- Year: 2022