Minimizing the probability of lifetime ruin under ambiguity aversion E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 58-90, 2015 | 69 | 2015 |
Fundamental theorem of asset pricing under transaction costs and model uncertainty E Bayraktar, Y Zhang Mathematics of Operations Research 41 (3), 1039-1054, 2016 | 39 | 2016 |
A mean field competition M Nutz, Y Zhang Mathematics of Operations Research 44 (4), 1245-1263, 2019 | 38 | 2019 |
Stochastic Perron's method for the probability of lifetime ruin problem under transaction costs E Bayraktar, Y Zhang SIAM Journal on Control and Optimization 53 (1), 91-113, 2015 | 28 | 2015 |
A note on the fundamental theorem of asset pricing under model uncertainty E Bayraktar, Y Zhang, Z Zhou Risks 2 (4), 425-433, 2014 | 20 | 2014 |
Large tournament games E Bayraktar, J Cvitanić, Y Zhang Annals of Applied Probability 29 (6), 3695-3744, 2019 | 19 | 2019 |
A rank-based mean field game in the strong formulation E Bayraktar, Y Zhang Electronic Communications in Probability 21, 1-12, 2016 | 19 | 2016 |
Terminal ranking games E Bayraktar, Y Zhang Mathematics of Operations Research 46 (4), 1349-1365, 2021 | 12 | 2021 |
Lifetime ruin under ambiguous hazard rate VR Young, Y Zhang Insurance: Mathematics and Economics 70, 125-134, 2016 | 12 | 2016 |
Teamwise mean field competitions X Yu, Y Zhang, Z Zhou Applied Mathematics & Optimization 84, 903-942, 2021 | 11 | 2021 |
Conditional optimal stopping: a time-inconsistent optimization M Nutz, Y Zhang The Annals of Applied Probability 30 (4), 1669-1692, 2020 | 11 | 2020 |
Reward design in risk-taking contests M Nutz, Y Zhang SIAM Journal on Financial Mathematics 13 (1), 129-146, 2022 | 10 | 2022 |
Mean field contest with singularity M Nutz, Y Zhang Mathematics of Operations Research 48 (2), 1095-1118, 2023 | 6 | 2023 |
A Continuous Time Framework for Sequential Goal-Based Wealth Management A Capponi, Y Zhang Management Science, 2024 | 4 | 2024 |
A mean field game of sequential testing S Campbell, Y Zhang arXiv preprint arXiv:2403.18297, 2024 | 2 | 2024 |
GANs as gradient flows that converge YJ Huang, Y Zhang Journal of Machine Learning Research 24 (217), 1-40, 2023 | 1 | 2023 |
Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty. Y Zhang | | 2015 |