12 citations · 17 across the 11 of their papers we have counts for
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math.OC2026
Kyle meets time-inconsistency: a dynamic mean--variance informed trading problem
Shuoqing Deng, Zhichao Luo, Zhenhua Wang
We study a Kyle--Back model in which the informed trader has dynamic mean--variance preferences, leading to a time-inconsistent trading problem that is formulated as an intraperson…
math.OC2026
Graphon Mean Field Game of mutual holding
Daorong Cui, Shuoqing Deng, Yang Xiang
This paper studies the mean field game of mutual holding proposed by Djete and Touzi(AAP, 2024), and consider the case where the interactions among agents are described by a grapho…
math.OC2016
Robust pricing--hedging duality for American options in discrete time financial markets
Anna Aksamit, Shuoqing Deng, Jan Obłój +1
We investigate pricing-hedging duality for American options in discrete time financial models where some assets are traded dynamically and others, e.g. a family of European options…