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Chaofan Sun
Chaofan Sun
Verified email at hw.ac.uk
Title
Cited by
Cited by
Year
Expected utility approximation and portfolio optimisation
MA Fahrenwaldt, C Sun
Insurance: Mathematics and Economics, 2020
92020
Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms
C Sun, KS Tan, W Wei
arXiv preprint arXiv:2201.09105, 2022
12022
Approximations in actuarial and financial mathematics
C Sun
Heriot-Watt University, 2022
2022
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Articles 1–3