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researcher

Junjian Yang

13 papers hereh-index 9274 citations36 works total

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

author position
  • last author13

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • q-fin.MF4
  • math.OC2
  • q-fin.PM2

identity via Semantic Scholar / OpenAlex

activity
20142022
most citedSecond order backward SDE with random terminal time

9 citations · 27 across the 12 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.PR2019★ 9 cited

Principal-agent problem with multiple principals

Kaitong Hu, Zhenjie Ren, Junjian Yang

We consider a moral hazard problem with multiple principals in a continuous-time model. The agent can only work exclusively for one principal at a given time, so faces an optimal s…

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