10 citations · 33 across the 20 of their papers we have counts for
30 papers
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
Eduardo Abi Jaber, Eyal Neuman, Moritz Voß
We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on control…
The radius of a self-repelling star polymer
Carl Mueller, Eyal Neuman
We study the effective radius of weakly self-avoiding star polymers in one, two, and three dimensions. Our model includes Brownian motions up to time , started at the origin…
Optimal Liquidation with Signals: the General Propagator Case
Eduardo Abi Jaber, Eyal Neuman
We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra-type propagator along with temporary price imp…
Fast and Slow Optimal Trading with Exogenous Information
Rama Cont, Alessandro Micheli, Eyal Neuman
We consider a stochastic game between a slow institutional investor and a high-frequency trader who are trading a risky asset and their aggregated order-flow impacts the asset pric…
Self-Repelling Elastic Manifolds with Low Dimensional Range
Carl Mueller, Eyal Neuman
We consider self-repelling elastic manifolds with a domain , that take values in . Our main result states that when the dimension of the d…
The Effective Radius of Self Repelling Elastic Manifolds
Carl Mueller, Eyal Neuman
We study elastic manifolds with self-repelling terms and estimate their effective radius. This class of manifolds is modelled by a self-repelling vector-valued Gaussian free field…