3 papers
q-fin.MF2025
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…
econ.GN2025
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…
cs.LG2025
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…