:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Xia, Weixuan
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance General Economics Economics 28B20, 52A22, 60H07
Online Access:	https://arxiv.org/abs/2312.00266
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns
by: Fujii, Masaaki
Published: (2025)

Portfolio Optimization under Transaction Costs with Recursive Preferences
by: Herdegen, Martin, et al.
Published: (2024)

Set-valued stochastic integrals for convoluted Lévy processes
by: Xia, Weixuan
Published: (2023)

Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents
by: Fujii, Masaaki
Published: (2025)

From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles
by: Grasselli, Matheus R., et al.
Published: (2026)

Mean-field equilibrium price formation with exponential utility
by: Fujii, Masaaki, et al.
Published: (2023)

Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
by: Wang, Huisheng, et al.
Published: (2025)

Educational Game on Cryptocurrency Investment: Using Microeconomic Decision Making to Understand Macroeconomics Principles
by: Zhu, Jiasheng, et al.
Published: (2023)

Regulating stochastic clocks
by: Fei, Zhe, et al.
Published: (2022)

Optimal Investment, Consumption, and Insurance with Durable Goods under Stochastic Depreciation Risk
by: Arandjelović, Aleksandar, et al.
Published: (2019)

Here, there and everywhere: state-dependent time-inconsistent stochastic control
by: Possamaï, Dylan, et al.
Published: (2026)

An Infinite-Dimensional Insider Trading Game
by: Keller, Christian, et al.
Published: (2026)

Analysis of Provincial Export Performance in Turkiye: A Spectral Clustering Approach
by: Akusta, Emre
Published: (2025)

Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
by: Polakow, Daniel, et al.
Published: (2023)

ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
by: Yi, Jiayu, et al.
Published: (2026)

Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
by: Nguyen, An Pham Ngoc, et al.
Published: (2024)

Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty
by: Agarwal, Ankush, et al.
Published: (2025)

Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
by: Czichowsky, Christoph, et al.
Published: (2024)

Nonconcave Robust Utility Maximization under Projective Determinacy
by: Carassus, Laurence, et al.
Published: (2024)

Time-Inconsistent Stochastic Linear-quadratic Differential Game
by: Zhou, Qinglong, et al.
Published: (2016)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

Transaction Proximity: A Graph-Based Approach to Blockchain Fraud Prevention
by: Liao, Gordon Y., et al.
Published: (2025)

A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
by: Dammann, Felix, et al.
Published: (2024)

Forecasting and Manipulating the Forecasts of Others
by: Babichenko, Sam
Published: (2026)

Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models
by: Lesniewski, Andrew
Published: (2026)

Time-Varying Volatility of Bank Betas
by: Brigida, Matt
Published: (2025)

On conditioning and consistency for nonlinear functionals
by: Berton, Edoardo, et al.
Published: (2024)

On the short-time behaviour of up-and-in barrier options using Malliavin calculus
by: Burés, Òscar
Published: (2025)

Propagation of a carbon price in a credit portfolio through macroeconomic factors
by: Bouveret, Géraldine, et al.
Published: (2023)

Spatial scale of agglomeration and dispersion: Number, spacing, and the spatial extent of cities
by: Akamatsu, Takashi, et al.
Published: (2019)

Decarbonization of financial markets: a mean-field game approach
by: Lavigne, Pierre, et al.
Published: (2023)

Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
by: Dro, Sigui Brice, et al.
Published: (2026)

Intertemporal Cost-efficient Consumption
by: Elizalde, Mauricio, et al.
Published: (2024)

The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
by: Xu, Ziyi, et al.
Published: (2023)

Stochastic Processes and Mean Square Calculus on Fractal Curves
by: Golmankhaneh, Alireza Khalili, et al.
Published: (2023)

Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
by: Soliman, Daniel
Published: (2025)

Reinterpreting Economic Complexity: A co-clustering approach
by: Bottai, Carlo, et al.
Published: (2024)

New Stochastic Fubini Theorems
by: Choulli, Tahir, et al.
Published: (2024)

Optimal Lower Bound on Eigenvector Overlaps for non-Hermitian Random Matrices
by: Cipolloni, Giorgio, et al.
Published: (2023)

Superconvergence phenomenon in Wiener chaoses
by: Herry, Ronan, et al.
Published: (2023)