4 papers
The Spectral Structure of Latent Treatment Effects
Hamza Virk, Bijan Mazaheri, Yihren Wu
Identifying heterogeneous treatment effects under unobserved confounding is central in observational causal inference. In proxy models with a discrete latent confounder, prior Synt…
Blind Inverse Game Theory: Jointly Decoding Rewards and Rationality in Entropy-Regularized Competitive Games
Hamza Virk, Sandro Amaglobeli, Zuhayr Syed
Inverse Game Theory (IGT) methods based on the entropy-regularized Quantal Response Equilibrium (QRE) offer a tractable approach for competitive settings, but critically assume the…
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Yihren Wu, Majnu John
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend o…
Entry deterrence and antibiotic conservation under post-entry Bertrand competition
Roberto Mazzoleni, Hamza Virk
We analyze how an incumbent antibiotic monopolist responds to the threat of post-entry Bertrand competition by a vertically differentiated rival. In a two-period model where curren…