3 papers
q-fin.MF2026
A Pricing and Hedging Framework for Infinite-Dimensional Financial Markets
Hanchao Liu
In this paper, we provide a comprehensive study of how the classical Black--Scholes-type market framework behaves in an infinite-dimensional setting. The asset prices are modeled b…
math.OC2026
Infinite-Dimensional LQ Mean Field Games with Common Noise: Small and Arbitrary Finite Time Horizons
Hanchao Liu, Dena Firoozi
We develop the theory of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces with common noise modeled by an infinite-dimensional Wiener process that affects the dynami…
math.OC2024
Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
Hanchao Liu, Dena Firoozi
This paper presents a comprehensive study of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces, generalizing the classic LQ MFG theory to scenarios involving agen…