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Scientific Research
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Paper Publications
- [1] Portfolio Liquidation Games with Self-Exciting Order Flow, Guanxing Fu,Ulrich Horst,Xiaonyu Xia, Mathematical Finance. 2022,32:1020-1065
- [2] Portfolio liquidation under factor uncertainty, Ulrich Horst,Xiaonyu Xia,Chao Zhou, Annals of Applied Probability. 2022,32(1):80-123
- [3] Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint, Ulrich Horst and Xiaonyu Xia,Applied Mathematics & Optimization, Ulrich Horst,Xiaonyu Xia, Applied Mathematics & Optimization. 2021,84(1):1159–1184
- [4] Multi-dimensional Optimal Trade Execution under Stochastic Resilience, Ulrich Horst,Xiaonyu Xia, Finance & Stochastics. 2019,23(4):889-923
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夏笑女
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:洪堡大学
Degree:Doctoral Degree in Science
School/Department:数理学院
Business Address:南校区3号楼3C-425
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