温州大学主页平台管理系统夏笑女--中文主页--论文成果

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个人信息

夏笑女

硕士生导师

电子邮箱：

所在单位：数理学院

学历：博士研究生毕业

办公地点：南校区3号楼3C-425

论文成果

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Portfolio Liquidation Games with Self-Exciting Order Flow, Guanxing Fu,Ulrich Horst,Xiaonyu Xia, Mathematical Finance. 2022,32:1020-1065
Portfolio liquidation under factor uncertainty, Ulrich Horst,Xiaonyu Xia,Chao Zhou, Annals of Applied Probability. 2022,32(1):80-123
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
Multi-dimensional Optimal Trade Execution under Stochastic Resilience, Ulrich Horst,Xiaonyu Xia, Finance & Stochastics. 2019,23(4):889-923

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