Xiaonyu Xia
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Person:2045150
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 mean-field control problem of optimal portfolio liquidation with semimartingale strategies Mathematics of Operations Research | 2025-01-28 | Paper |
| Portfolio liquidation games with self‐exciting order flow Mathematical Finance | 2023-09-28 | Paper |
| Portfolio liquidation under factor uncertainty The Annals of Applied Probability | 2022-03-21 | Paper |
| Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint Applied Mathematics and Optimization | 2021-08-11 | Paper |
| Multi-dimensional optimal trade execution under stochastic resilience Finance and Stochastics | 2019-09-19 | Paper |
Research outcomes over time
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