3 papers
math.OC2025
Limit theory for mean-field control problems with common noise adapted controls
Bruno Bouchard, Xiaolu Tan
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field co…
econ.GN2025
Exit Incentives for Carbon Emissive Firms
René Aïd, Xiangying Pang, Xiaolu Tan
We develop a continuous-time model of incentives for carbon emissive firms to exit the market based on a compensation payment identical to all firms. In our model, firms enjoy prof…
math.PR2025
Unbiased simulation of Asian options
Bruno Bouchard, Xiaolu Tan
We provide an extension of the unbiased simulation method for SDEs developed in Henry-Labordere et al. [Ann Appl Probab. 27:6 (2017) 1-37] to a class of path-dependent dynamics, pe…