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Shiqi Song

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Journal Articles

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2020
[j5]
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  dblp key:
  - journals/siamfm/CrepeySS20
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  persistent URL:
  - https://dblp.org/rec/journals/siamfm/CrepeySS20
Stéphane Crépey, Wissal Sabbagh, Shiqi Song:
When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments. SIAM J. Financial Math. 11(1): 99-130 (2020)
2018
[j4]
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  - journals/fs/JeanblancLS18
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Monique Jeanblanc, Libo Li, Shiqi Song:
An enlargement of filtration formula with applications to multiple non-ordered default times. Finance Stochastics 22(1): 205-240 (2018)
2016
[j3]
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  - journals/fs/CrepeyS16
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  - https://dblp.org/rec/journals/fs/CrepeyS16
Stéphane Crépey, Shiqi Song:
Counterparty risk and funding: immersion and beyond. Finance Stochastics 20(4): 901-930 (2016)
[j2]
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  - journals/fs/KabanovKS16
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Yuri Kabanov, Constantinos Kardaras, Shiqi Song:
No arbitrage of the first kind and local martingale numéraires. Finance Stochastics 20(4): 1097-1108 (2016)
2014
[j1]
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  - journals/fs/FontanaJS14
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Claudio Fontana, Monique Jeanblanc, Shiqi Song:
On arbitrages arising with honest times. Finance Stochastics 18(3): 515-543 (2014)

Conference and Workshop Papers

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2019
[c1]
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  dblp key:
  - conf/robio/LiangYWLLSZ19
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Jiawei Liang, Yuanyuan Yang, Yu Wang, Shoubin Liu, Mu Lu, Shiqi Song, Peng Zhang:
Variable Admittance Control for Human-Robot Collaboration in Robot-Assisted Orthopedic Surgery. ROBIO 2019: 1544-1550

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