3 papers
econ.GN2026
Insider and stealth trading with dynamic legal risk
Bixing Qiao, Weixuan Xia
The present paper investigates how insiders strategically navigate ongoing legal risk while leveraging stealth trading within a continuous-time Kyle-type framework. Legal enforceme…
math.OC2025
Heterogeneous Mean Field Games and Local Well-posedness
Bixing Qiao
Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulatio…
math.OC2025
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
Bixing Qiao, Jianfeng Zhang
This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of…