Concepedia
Statistics
Publications
6
Citations
774
H-Index
Active since
2001
Affiliations
University of Virginia(Current)
Université Paris 1 Panthéon-Sorbonne
Centre d'Économie de la Sorbonne
Jiang Pu is an author at University of Virginia specializing in business, finance, and asset pricing.
Top concepts
FinanceBusinessAsset PricingEngineeringOption PricingEconomicsManagementRisk AnalysisDynamic PricingRisk Management
Publications per year
2001–2020
Leontief-Based Model of Risk in Complex Interconnected Infrastructures
Yacov Y. Haimes, Jiang Pu · Journal of Infrastructure Systems · 2001 · 579 citations
Engineering, Critical Infrastructure Protection, Generic Risk Model +21
Risk Management for Leontief‐Based Interdependent Systems
Jiang Pu, Yacov Y. Haimes · Risk Analysis · 2004 · 93 citations
Reliability Engineering, Engineering, Critical Infrastructure Protection +14
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT
Olivier Guéant, Jiang Pu · Mathematical Finance · 2015 · 47 citations
Economics, Option Pricing, Dynamic Pricing +15
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Alexis Bismuth, Olivier Guéant, Jiang Pu · Mathematics and Financial Economics · 2019 · 22 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +8
ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY
Olivier Guéant, Jiang Pu, Guillaume Royer · International Journal of Theoretical and Applied Finance · 2015 · 21 citations
Option Pricing, Optimal Execution Problem, Dynamic Pricing +12
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