A jump-diffusion Stackelberg stochastic differential game in optimal carbon abatement strategies with green subsidy
Published in European Journal of Operational Research, 2025
Publications
Nonparametric estimation for high-frequency data incorporating trading information
Published in Journal of Econometrics, 2024
Robust covariance estimation with noisy highfrequency financial data
Published in Journal of Nonparametric Statistics, 2022
Maximum principle for delayed stochastic mean-field control problem with state constraint
Published in Advances in Difference Equations, 2019