Articles to appear

• On the quasi-sure superhedging duality with frictions, with Matteo Burzoni, to appear in Finance and Stochastics.  [ArXiv], [Article]
• Large Tournament Games , (with Jaksa Cvitanic and Yuchong Zhang), to appear in the Annals of Applied Probability. [ArXiv], [SSRN].

Preprints

• On the Notions of Equilibria for Time-Inconsistent Stopping Problems in Continuous Time, with Jingjie Zhang and Zhou Zhou. [SSRN], [ArXiv].
• On non-uniqueness in mean field games, with Xin Zhang. [ArXiv].
• Terminal Ranking Games, with Yuchong Zhang. [SSRN], [ArXiv].
• Embedding of Walsh Brownian Motion, with Xin Zhang. [ArXiv].
• Kr,s graph bootstrap percolation, with Suman Chakraborty. [ArXiv].
• On the Adversarial Robustness of Multivariate Robust Estimation, with Lifeng Lai. [ArXiv].
• On the asymptotic optimality of the comb strategy for prediction with expert advice, with Ibrahim Ekren and Yili Zhang. [ArXiv].
• Asymptotics for Small Nonlinear Price Impact: a PDE Homogenization Approach to the Multidimensional Case, with Thomas Caye and Ibrahim Ekren, [SSRN], [ArXiv].
• Continuity of Utility Maximization under Weak Convergence, with Yan Dolinsky and Jia Guo. [SSRN], [ArXiv].
• On the adversarial robustness of robust estimators, with Lifeng Lai. [ArXiv].
• Existence of Transport Plans with Domain Constraints, with Xin Zhang and Zhou Zhou. [ArXiv], [SSRN].
• Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters, with Jun Geng and Lifeng Lai. [ArXiv].
• Dynamic Programming Principles for Optimal Stopping with Expectation Constraint, with Song Yao. [ArXiv].