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econ.TH2026
Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs
Jodi Dianetti, Giorgio Ferrari, Yunzhi Hu +1
Using a mean-field game framework, we study a dynamic model of bank runs in which more withdrawals raise the risk of bank failure. Even though depositors receive gradual and idiosy…
math.OC2026
Reinforcement Learning in Real Option Models
Jodi Dianetti, Giorgio Ferrari, Renyuan Xu
We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non…