3 paper(s) uploaded by jxztie.

Index Title Upload Time Modified Time
1

Matrix Li–Yau–Hamilton inequality for the CR heat equation in pseudohermitian (2n+1) -manifolds

Shu-Cheng Chang National Taiwan University Yen-Wen Fan National Taiwan University Jingzhi Tie University of Georgia Chin-Tung Wu National Pingtung University of Education

Differential Geometry mathscidoc:1701.10020

Distinguished Paper Award in 2017

Mathematische Annalen, 360, (1), 266-306, 2014.10
[ Download ] [ 2017-01-16 23:27:31 uploaded by jxztie ] [ 545 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2017-01-16 23:27:31 -
2

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Jingzhi Tie University of Georgia Hanqin Zhang National University of Singapore Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27001

Journal of Optimization Theory and Applications, 2017
[ Download ] [ 2017-02-02 11:23:38 uploaded by jxztie ] [ 1181 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2017-02-02 11:23:38 -
3

An optimal mean-reversion trading rule under a markov chain model

Jingzhi Tie University of Georgia Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27002

MATHEMATICAL CONTROL AND RELATED FIELDS, 6, (3), 2016.9
[ Download ] [ 2017-02-02 11:35:22 uploaded by jxztie ] [ 1529 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2017-02-02 11:35:22 2017-02-03 11:50:38
 
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