Follow
Yuchong Zhang
Yuchong Zhang
Department of Statistical Sciences, University of Toronto
Verified email at utoronto.ca - Homepage
Title
Cited by
Cited by
Year
Minimizing the probability of lifetime ruin under ambiguity aversion
E Bayraktar, Y Zhang
SIAM Journal on Control and Optimization 53 (1), 58-90, 2015
622015
Fundamental theorem of asset pricing under transaction costs and model uncertainty
E Bayraktar, Y Zhang
Mathematics of Operations Research 41 (3), 1039-1054, 2016
402016
A mean field competition
M Nutz, Y Zhang
Mathematics of Operations Research 44 (4), 1245-1263, 2019
342019
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
282015
A note on the fundamental theorem of asset pricing under model uncertainty
E Bayraktar, Y Zhang, Z Zhou
Risks 2 (4), 425-433, 2014
192014
Large tournament games
E Bayraktar, J Cvitanić, Y Zhang
Annals of Applied Probability 29 (6), 3695-3744, 2019
162019
A rank-based mean field game in the strong formulation
E Bayraktar, Y Zhang
Electronic Communications in Probability 21, 1-12, 2016
152016
Terminal ranking games
E Bayraktar, Y Zhang
Mathematics of Operations Research 46 (4), 1349-1365, 2021
102021
Lifetime ruin under ambiguous hazard rate
VR Young, Y Zhang
Insurance: Mathematics and Economics 70, 125-134, 2016
102016
Conditional optimal stopping: a time-inconsistent optimization
M Nutz, Y Zhang
The Annals of Applied Probability 30 (4), 1669-1692, 2020
92020
Teamwise mean field competitions
X Yu, Y Zhang, Z Zhou
Applied Mathematics & Optimization 84, 903-942, 2021
82021
Reward design in risk-taking contests
M Nutz, Y Zhang
SIAM Journal on Financial Mathematics 13 (1), 129-146, 2022
72022
Mean field contest with singularity
M Nutz, Y Zhang
Mathematics of Operations Research 48 (2), 1095-1118, 2023
42023
A Continuous Time Framework for Sequential Goal-Based Wealth Management
A Capponi, Y Zhang
Management Science, 2024
2024
GANs as Gradient Flows that Converge
YJ Huang, Y Zhang
Journal of Machine Learning Research 24 (217), 1-40, 2023
2023
Problems in Mathematical Finance Related to Transaction Costs and Model Uncertainty.
Y Zhang
2015
The system can't perform the operation now. Try again later.
Articles 1–16