Xia, Xiaonyu

1. Multi-dimensional Optimal Trade Execution under Stochastic Resilience
   2018/04/11 by Ulrich Horst, Horst, Ulrich, Xiaonyu Xia +1 · 3 citations
   Economics, Econometrics and Finance · #60H15 #91G80 #93E20 #Economic theories and models #FOS: Mathematics #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Stochastic processes and financial applications
2. A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies
   2022/07/01 by Guanxing Fu, Fu, Guanxing, Ulrich Horst +3 · 3 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Economic theories and models
3. Portfolio Liquidation Games with Self-Exciting Order Flow
   2020/11/11 by Fu, Guanxing, Horst, Ulrich, Xia, Xiaonyu · 3 citations
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
4. Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint
   2018/09/06 by Horst, Ulrich, Xia, Xiaonyu · 1 citation
   #FOS: Economics and business #Mathematical Finance (q-fin.MF)