Guanxing Fu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Long time behavior of optimal liquidation problems with semimartingale strategies and external flows Mathematics and Financial Economics	2025-10-17	Paper
A system of BSDEs with singular terminal values arising in optimal liquidation with regime switching SIAM Journal on Control and Optimization	2025-09-09	Paper
A mean-field control problem of optimal portfolio liquidation with semimartingale strategies Mathematics of Operations Research	2025-01-28	Paper
Mean-field liquidation games with market drop-out Mathematical Finance	2024-11-20	Paper
Portfolio liquidation games with self‐exciting order flow Mathematical Finance	2023-09-28	Paper
Extended Mean Field Games with Singular Controls SIAM Journal on Control and Optimization	2023-03-29	Paper
Mean field portfolio games with consumption Mathematics and Financial Economics	2023-03-15	Paper
Mean field portfolio games Finance and Stochastics	2022-12-28	Paper
A mean field game of optimal portfolio liquidation Mathematics of Operations Research	2022-02-08	Paper
Mean-field leader-follower games with terminal state constraint SIAM Journal on Control and Optimization	2020-07-30	Paper
Mean field games with singular controls SIAM Journal on Control and Optimization	2017-12-11	Paper
Maximum principle for quasi-linear reflected backward SPDEs Journal of Mathematical Analysis and Applications	2017-09-05	Paper

Research outcomes over time

This page was built for person: Guanxing Fu