12 citations · 17 across the 11 of their papers we have counts for
5 papers · 1 filter
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…
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
We consider the distribution-constrained optimal stopping problem introduced by Bayraktar and Miller (Mathematical Finance, 2019) and Beiglbock et al. (PTRF, 2018). Motivated by th…
Convex ordering for graphon mean-field systems
Daorong Cui, Shuoqing Deng, Yang Xiang
We establish marginal and functional convex order comparisons for graphon mean-field systems on , including the infinite-horizon setting. A key difficulty is that con…
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…
Stability of supermartingale optimal transport problems
Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas
We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on . For probability measures satisfying $μ\leq_{cd}…