Junjian Yang

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 4

Top Topics

Optimal Planning

Portfolio Selection

Fractional Brownian Motion

Top Venues

SIAM J. Control. Optim.

Finance Stochastics

Publications

Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang
Entropic Optimal Planning for Path-Dependent Mean Field Games. SIAM J. Control. Optim. 61 (3) (2023)
Yiqing Lin, Zhenjie Ren, Nizar Touzi, Junjian Yang
Random Horizon Principal-Agent Problems. SIAM J. Control. Optim. 60 (1) (2022)
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang
Ergodicity of the underdamped mean-field Langevin dynamics. CoRR (2020)
Christoph Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance Stochastics 22 (1) (2018)