Xuancheng Huang

University of Toronto

105 St George Street

Toronto, Ontario M5S 3G8

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

401

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Robust Stochastic Games and Systemic Risk

Number of pages: 30 Posted: 24 Aug 2017
Xuancheng Huang and Sebastian Jaimungal
University of Toronto and University of Toronto - Department of Statistics
Downloads 285 (209,371)
Citation 2

Abstract:

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Interbank Borrowing and Lending, Mean- Field Games, Nash Equilibrium, Stochastic Games, Model Uncertainty, Ambiguity Aversion

2.

Mean-Field Games and Ambiguity Aversion

Number of pages: 22 Posted: 11 Sep 2017
Xuancheng Huang and Sebastian Jaimungal
University of Toronto and University of Toronto - Department of Statistics
Downloads 116 (462,843)

Abstract:

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Mean-Field Games, Nash Equilibrium, Stochastic Games, Model Uncertainty, Ambiguity Aversion