Scholar
Gechun Liang
Google Scholar ID: QOEU_5wAAAAJ
University of Warwick
mathematical finance
stochastic control
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Citations & Impact
All-time
Citations
617
H-index
17
i10-index
21
Publications
20
Co-authors
0
Publications
5 items
Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework
2026
Cited
0
Forward Performance Processes under Multiple Default Risks
2026
Cited
0
Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
2024
Cited
0
Recursive Optimal Stopping with Poisson Stopping Constraints
2024
Cited
0
Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent
2023
Cited
1
