Xiaolu Tan

Finance · 2013–2019

A researcher in the Science corpus: 7 papers; trusts 41 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 97 citations into it; #2,473 of 10,518 by trust here, #3,077 by citations
• Mathematical Physics — 66 citations into it
• Applied Mathematics — 39 citations into it; #2,937 of 7,620 by trust here, #2,955 by citations
• Statistics and Probability — 37 citations into it
• Economics and Econometrics — 36 citations into it; #5,948 of 23,481 by trust here, #9,665 by citations
• Management Science and Operations Research — 36 citations into it; #4,925 of 11,946 by trust here, #5,787 by citations
• Condensed Matter Physics — 22 citations into it
• Demography — 20 citations into it

Whom Xiaolu Tan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marcel Nutz
2. Harold J. Kushner
3. David Hobson *
4. Cédric Villani
5. Nizar Touzi
6. Alekos Cecchin
7. Toshio Mikami
8. Nicole El Karoui
9. René A. Carmona
10. Ariel Neufeld

Who trusts Xiaolu Tan overall

1. Nicole El Karoui
2. Nathael Gozlan
3. Mathias Beiglbock
4. Cong Wu
5. Julio Backhoff-Veraguas
6. R. Lassalle
7. Dylan Possamaï
8. Marcel Nutz
9. Pierre Henry-Labordère
10. Cyril Roberto

Papers from Xiaolu Tan's perspective

Ordered by how strongly the researchers Xiaolu Tan trusts endorse each paper. Same corpus, a different order for every researcher.

1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
2. Mean field games
3. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
4. Controlled Markov processes and viscosity solutions
5. Superreplication under Volatility Uncertainty for Measurable Claims
6. Optimal transportation under controlled stochastic dynamics
7. Dual Formulation of Second Order Target Problems
8. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
9. Dynamic programming for stochastic target problems and geometric flows
10. Topics in Optimal Transportation

Their papers

• Optimal transportation under controlled stochastic dynamics (2013) — 145 citations
• Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems (2013) — 102 citations
• Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework (2013) — 72 citations
• McKean–Vlasov optimal control: The dynamic programming principle (2019) — 94 citations
• Stochastic control for a class of nonlinear kernels and applications (2015) — 67 citations
• An Explicit Martingale Version of the One-Dimensional Brenier's Theorem with Full Marginals Constraint (2016) — 47 citations
• Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks (2015) — 53 citations