Faculty Profiles - DENG Shuoqing | The Hong Kong University of Science and Technology

Shuoqing DENG
鄧碩青

PhD in Applied Mathematics
Universite Paris Dauphine, 2019

Assistant Professor
Department of Mathematics

(852) 2358 7423
masdeng@ust.hk
Room 3485
Personal Web

ORCID

0000-0002-7514-4223

Scopus ID

57204038107

Research Interest Publications Teaching Assignment

Research Interest

Applied probability
Financial mathematics
Stochastic control
Stochastic modeling

Publications

All Years 9 2023 3 2022 2 2021 0 2020 1 2019 3 2018 0

2023 3

A potential-based construction of the increasing supermartingale coupling

Annals of Applied Probability, 2023
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
Article

Supermartingale Brenier's Theorem with full-marginals constraint

Frontiers of Mathematical Finance, March 2023, article number fmf.2023010
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
Article

Supermartingale shadow couplings: the decreasing case

Bernoulli, 2023
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
Article

2022 2

Optimal consumption with reference to past spending maximum

Finance and Stochastics, v. 26, (2), April 2022, p. 217-266
Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang
Article

Supermartingale Breiner's Theorem with full marginals constraints

Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas
Conference paper

2020 1

Utility Maximization with Proportional Transaction Costs Under Model Uncertainty

Mathematics of Operations Research, v. 45, (4), November 2020, p. 1210-1236
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang
Article

2019 3

A sparse grid approach to balance sheet risk measurement

ESAIM: Proceedings and Surveys, v. 65, February 2019, p. 236-265
Bénézet, Cyril; Bonnefoy, Jérémie; Chassagneux, Jean-François; Deng, Shuoqing; Trillos, Camilo Garcia; Lenôtre, Lionel
Article

Superreplication with proportional transaction cost under model uncertainty

Mathematical Finance, v. 29, (3), July 2019, p. 837-860
Bouchard, Bruno; Deng, Shuoqing; Tan, Xiaolu
Article

The robust pricing–hedging duality for American options in discrete time financial markets

Mathematical Finance, v. 29, (3), July 2019, p. 861-897
Aksamit, Anna; Deng, Shuoqing; Obłój, Jan; Tan, Xiaolu
Article

Article 3

A potential-based construction of the increasing supermartingale coupling

Annals of Applied Probability, 2023
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas

Supermartingale Brenier's Theorem with full-marginals constraint

Frontiers of Mathematical Finance, March 2023, article number fmf.2023010
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas

Supermartingale shadow couplings: the decreasing case

Bernoulli, 2023
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas

Article 1

Optimal consumption with reference to past spending maximum

Finance and Stochastics, v. 26, (2), April 2022, p. 217-266
Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang

Conference paper 1

Supermartingale Breiner's Theorem with full marginals constraints

Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas

Article 1

Utility Maximization with Proportional Transaction Costs Under Model Uncertainty

Mathematics of Operations Research, v. 45, (4), November 2020, p. 1210-1236
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang

Article 3

A sparse grid approach to balance sheet risk measurement

ESAIM: Proceedings and Surveys, v. 65, February 2019, p. 236-265
Bénézet, Cyril; Bonnefoy, Jérémie; Chassagneux, Jean-François; Deng, Shuoqing; Trillos, Camilo Garcia; Lenôtre, Lionel

Superreplication with proportional transaction cost under model uncertainty

Mathematical Finance, v. 29, (3), July 2019, p. 837-860
Bouchard, Bruno; Deng, Shuoqing; Tan, Xiaolu

The robust pricing–hedging duality for American options in discrete time financial markets

Mathematical Finance, v. 29, (3), July 2019, p. 861-897
Aksamit, Anna; Deng, Shuoqing; Obłój, Jan; Tan, Xiaolu

No Publications

Teaching Assignment

2022-23 Spring 2 2022-23 Winter 0 2022-23 Fall 1 2021-22 Summer 0 2021-22 Spring 0 2021-22 Winter 0

MATH4513	Life Contingencies Models and Insurance Risk
RMBI4220	Life Contingencies Models and Insurance Risk

MATH2511

Fundamentals of Actuarial Mathematics

No Teaching Assignments

Research Interest

Publications

2023 3

2022 2

2020 1

2019 3

Article 3

Article 1

Conference paper 1

Article 1

Article 3

Teaching Assignment

Projects

From January 2021 to December 2023

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