Xiaowei Tan

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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!

PublicationDate of PublicationType
Asset pricing with heterogeneous beliefs and illiquidity
Mathematical Finance
2021-03-23Paper
Convergence to the mean field game limit: a case study
The Annals of Applied Probability
2020-05-13Paper
Convergence to the mean field game limit: a case study
The Annals of Applied Probability
2020-05-13Paper
Multiperiod martingale transport
Stochastic Processes and their Applications
2020-02-24Paper


Research outcomes over time


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