Jiaxuan Ye
- Senior Research Associate
Education
Ph.D. - Worcester Polytechnic Institute, 2022
M.S. - Boston University, 2016
B.A. - Fudan University, 2014
Research Interests
Stochastic Controls, Stochastic Analysis, Mathematical Finance, Game theory, Mean Field Games.
Projects
- Mutual Funds’ Competition for Investment Flows based on Relative Performance (with Gu Wang)
- The convergence rate of the equilibrium measure for the LQG Mean Field Game with a Common Noise (with Jiamin Jian, Peiyao Lai, and Qingshuo Song)
- Optimal Tax Rate (with Stephan Sturm)