Working Papers
X. Gao, L. Li and X. Y. Zhou (2024). Reinforcement learning for jump-diffusions. [link]
B. Wang, X. Gao and L. Li (2023). Reinforcement learning for continuous-time optimal execution: Actor-critic algorithm and error analysis. [link]
Y. Cui, L. Li, G. Zhang and W. Zhang (2023). Learning pricing maps for financial derivatives with deep operator networks. [link]
Y. Cui, L. Li and G.Zhang (2023). Pricing and hedging autocallable products by Markov chain approximation. [link]