‪Xiaowei Tan‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	85	80
h-index	3	3
i10-index	2	2

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Co-authors

Marcel NutzDepartment of Statistics, Columbia UniversityVerified email at columbia.edu
Jaime San MartinUniversidad de ChileVerified email at dim.uchile.cl
Florian StebeggPhD Student, Columbia UniversityVerified email at columbia.edu
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonVerified email at imperial.ac.uk

Xiaowei Tan

Xiaowei Tan

Morgan Stanley, Columbia University

Verified email at columbia.edu

Mathematical Finance Probability


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Convergence to the mean field game limit: a case study M Nutz, J San Martin, X Tan Annals of Applied Probability 30 (1), 259-286, 2020	41	2020
Multiperiod martingale transport M Nutz, F Stebegg, X Tan Stochastic Processes and their Applications 130 (3), 1568-1615, 2020	35	2020
Asset pricing with heterogeneous beliefs and illiquidity J Muhle‐Karbe, M Nutz, X Tan Mathematical Finance 30 (4), 1392-1421, 2020	9	2020
Optimal Transport and Equilibrium Problems in Mathematical Finance X Tan Columbia University, 2019		2019

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