Research output per year
Research output per year
Personal profile
Qualifications
- PhD in Mathematics, Imperial College London.
- Diploma in Mathematics, Humboldt University of Berlin.
Education/Academic qualification
Doctor of Philosophy, Mathematics, Imperial College London
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Dive into the research topics where Henry Chiu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 4 Article
-
A model‐free approach to continuous‐time finance
Chiu, H. & Cont, R., 15 Mar 2023, In: Mathematical Finance. 33, 2, p. 257–273 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Downloads (Pure) -
Causal functional calculus
Chiu, H. & Cont, R., 8 Oct 2022, In: Transactions of the London Mathematical Society. 9, 1, p. 237-269 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
On pathwise quadratic variation for càdlàg functions
Chiu, H. & Cont, R., 1 Oct 2018, In: Electron. Commun. Probab.. 23, 85Research output: Contribution to journal › Article › peer-review
Open Access -
Subordination of Predictable Compensators
Chiu, H., 23 Oct 2015, In: Stochastic Analysis and Applications.Research output: Contribution to journal › Article › peer-review