Bingyan Han

Available identifiers

zbMath Open han.bingyanMaRDI QIDQ2024119

List of research outcomes

Publication	Date of Publication	Type
Short Communication: Existence of Markov Equilibrium Control in Discrete Time	2024-01-05	Paper
Distributionally robust Kalman filtering with volatility uncertainty	2023-02-12	Paper
Equilibrium transport with time-inconsistent costs: An application to matching problems in the job market	2023-02-02	Paper
Cooperation between independent market makers	2022-11-18	Paper
Robust time-inconsistent stochastic linear-quadratic control with drift disturbance	2022-06-10	Paper
COVID-19 and credit risk: a long memory perspective	2022-05-12	Paper
Robust control in a rough environment	2022-05-05	Paper
Time-Inconsistency with Rough Volatility	2022-01-10	Paper
Robust state-dependent mean-variance portfolio selection: a closed-loop approach	2021-08-27	Paper
Mean-variance portfolio selection under Volterra Heston model	2021-08-11	Paper
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility	2021-05-03	Paper
Optimal investment and consumption problems under correlation ambiguity	2020-09-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bingyan Han