Bingyan Han

Available identifiers

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

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