Huang, Nan-jing
- Linear-Quadratic Graphon Mean Field Games with Common Noise
2024/01/17 by Dexuan Xu, Zhun Gou, Xu, De-xuan +5 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Volatility swaps valuation under stochastic volatility with jumps and\n stochastic intensity
2018/05/16 by Ben-Zhang Yang, Yang, Ben-zhang, Yue Jia +5 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Social Optima in Linear Quadratic Graphon Field Control: Analysis via Infinite Dimensional Approach
2024/12/26 by Dexuan Xu, Xu, De-xuan, Zhun Gou +3 · 1 citation
Engineering · Physics and Astronomy · Materials Science · #Molecular Junctions and Nanostructures #Advanced Thermodynamics and Statistical Mechanics #Graphene research and applications