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researcher

D. Lacker

15 papers hereh-index 232.6k citations60 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author7
  • middle author3
  • last author1

Across the 14 of 15 papers where every author was matched, so the position is known.

fields
  • math.PR13
  • math.OC1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20172024
most citedInverting the Markovian projection, with an application to local stochastic volatility models

4 citations · 9 across the 5 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2022★ 3 cited

A label-state formulation of stochastic graphon games and approximate equilibria on large networks

Daniel Lacker, Agathe Soret

This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribut…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.