Li‐Hsien Sun
- Mean Field Games and Systemic Risk
2013/08/09 by René Carmona, Jean‐Pierre Fouque, Carmona, Rene +3 · 17 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #Banking stability, regulation, efficiency
- Systemic Risk and Stochastic Games with Delay
2018/03/26 by René Carmona, Jean-Pierre Fouque, Jean‐Pierre Fouque +3 · 5 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Banking stability, regulation, efficiency
- Systemic Risk and Stochastic Games with Delay
2016/07/21 by René Carmona, Jean‐Pierre Fouque, Carmona, Rene +5 · 5 citations
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
- Partial Information in a Mean-Variance Portfolio Selection Game
2023/12/07 by Yu‐Jui Huang, Huang, Yu-Jui, Li‐Hsien Sun +1 · 2 citations
Economics, Econometrics and Finance · #91A80 #91G45 #93E11 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications