1 citations · 1 across the 6 of their papers we have counts for
4 papers · 1 filter
Prospect Agents and the Feedback Effect on Price Fluctuations
Yipeng Yang, Allanus Tsoi
A microeconomic approach is proposed to derive the fluctuations of risky asset price, where the market participants are modeled as prospect trading agents. As asset price is genera…
Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form
Yipeng Yang
The properties of value functions of time inhomogeneous optimal stopping problem and zero-sum game (Dynkin game) are studied through time dependent Dirichlet form. Under the absolu…
On the paradox of pesticides
Y. Charles Li, Yipeng Yang
The paradox of pesticides was observed experimentally, which says that pesticides may dramatically increase the population of a pest when the pest has a natural predator. Here we u…
A Correction to "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion"
Yipeng Yang
In the paper "Dynkin Games Via Dirichlet Forms and Singular Control of One-Dimensional Diffusion", the authors tried to show the existences of a smooth value function and an optima…