NPS Laureates
Nomura Poster Series Laureates (reverse chronological order):
- Vladimir Cherny, Portfolio optimisation under non-linear drawdown constraints, joint work with Jan Obloj
- Yuan Xia, Numerical Analysis of Multilevel Monte Carlo for Scalar Jump Diffusion SDEs, joint work with Mike Giles
- Alok Gupta, Consistent Bayesian Calibration, joint work with Christoph Reisinger
- Xue Dong He, Portfolio Choice via Quantiles, joint work with Xunyu Zhou
- Lei Jin, Particle System and SPDE in Credit Portfolio Modelling, joint work with Ben Hambly
- Zuo Quan Xu, Thou shalt buy and hold, joint work with Albert Shiryaev and Xunyu Zhou
- Jan Hendrik Witte, Discretising a Penalised Variational Inequality Arising in American Option Pricing, joint work with Christoph Reisinger
- Chongrui Zhou, Investment and Hedging with Partial Transaction costs, joint work with Michael Monoyios
- Yifei Zhong, Disposition and Behavioural Liquidation, joint work with Hanqing Jin and Xunyu Zhou
| Attachment | Size |
|---|---|
| Alok Gupta's Poster | 284.08 KB |
| Lei Jin's Poster | 125.58 KB |
| Zuo Quan Xu's Poster | 127.92 KB |
| Xue Dong He's Poster | 128.47 KB |
| Jan Hendrik Witte's Poster | 122.1 KB |
| Chongrui Zhou's Poster | 534.88 KB |
| Yifei Zhong's Poster | 156.37 KB |
| Yuan Xia's Poster | 134.96 KB |