University of Sydney
Sydney, NSW 2006
Australia
The University of Sydney
SSRN RANKINGS
in Total Papers Citations
Time-inconsistency, optimal stopping, liquidation strategy, mean-variance problem, subgame perfect Nash equilibrium
Fundamental theorem of asset pricing, hedging duality, utility maximization, semi-static trading strategies, American options
American options, model independent pricing, semi-static hedging strategies
American options, super-hedging, model uncertainty, semi-static trading strategies, randomized models
Model uncertainty, bid-ask prices for options, semi-static hedging, non-dominated collection of probability measures, Fundamental Theorem of Asset Pricing, super-hedging, robust no-arbitrage, non-redundant options
Shorting American options, robust utility maximization, semi-static trading strategy, non-anticipative strategy, liquidating strategy, rondomized stopping time
Stopping games with priority, non-anticipative stopping strategies, American options
Fundamental theorem of asset pricing, sub-(super-)hedging, model uncertainty, portfolio constraints, optional decomposition
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fundamental theorem of asset pricing, sub‐(super‐)hedging, model uncertainty, portfolio constraints, optional decomposition
Time-inconsistency, optimal stopping, strong equilibria, weak equilibria, mild equilibria, non-exponential discounting, subgame perfect Nash equilibrium
Time Inconsistency, Decreasing Impatience, Dividend Barrier, Non-Exponential Discounting, Equilibrium Strategy
optimal stopping problem of an insider, Reflected Backward Stochastic Differential Equations (RBSDEs), Levy's modulus for Brownian motion
Non-zero-sum, stopping games, Nash equilibrium
Option Pricing, Strassen's Theorem, Kellerer's Theorem, Martingale optimal transport, domain constraints, bounded volatility/quadratic variation, G-expectations, Kantorovich duality, monotonicity principle
Non-zero-sum, stopping games, epsilon-Nash equilibrium
Multi-player, stopping games, Nash equilibrium.
controller-stopper problems, jumps, decomposition, indifference pricing, American options, RBSDEs
optimal relative performance criteria, mean field contribution games, free rider issue, centralized control, two-layer mean field game
Bid-ask spread, robust no arbitrage, Pareto maximizer, utility maximization, consistent price process
