Publications and Preprints
Preprints
18. Shuoqing Deng, Daxin Huang and Dominykas Norgilas.
On the monotonicity principle of distribution-constrained multiple stopping.
Working Paper.
17. Shuoqing Deng and Gaoyue Guo.
Pathwise uniqueness for absorbed McKean–Vlasov SDEs with switching volatility.
Working Paper.
16. Shuoqing Deng, Zhichao Luo and Zhenhua Wang.
Kyle meets time-inconsistency.
Preprint.
15. Shuoqing Deng and Xin Zhang.
Distribution-constrained maximum stopping of maximum type.
Preprint.
14. Shuoqing Deng, Gaoyue Guo and Mingxin Guo.
Major-Minor Mean Field Game of mutual holding.
Preprint.
13. Daorong Cui, Shuoqing Deng and Yang Xiang.
Convex ordering for graphon mean-field systems.
arXiv Preprint.
12. Shuoqing Deng and Daxin Huang.
Distribution-constrained optimal multiple stopping: the Root-type solution.
arXiv Preprint.
11. Daorong Cui, Shuoqing Deng and Yang Xiang.
Graphon Mean Field Game of mutual holding.
arXiv Preprint.
10. Shuoqing Deng, Gaoyue Guo and Dominykas Norgilas.
Stability of supermartingale optimal transport problems.
arXiv Preprint.
Publications
9. Shuoqing Deng, Xiang Yu and Jiacheng Zhang.
On time-consistent equilibrium stopping under aggregation of diverse discount rates.
Mathematics of Operations Research, to appear, 2025.
8. Erhan Bayraktar, Shuoqing Deng and Dominykas Norgilas.
Supermartingale shadow couplings: the decreasing case.
Bernoulli, 30(1): 143-169, 2024.
7. Erhan Bayraktar, Shuoqing Deng and Dominykas Norgilas.
A potential-based construction of the increasing supermartingale coupling.
Annals of Applied Probability, 33(5): 3803-3834, 2023.
6. Erhan Bayraktar, Shuoqing Deng and Dominykas Norgilas.
Supermartingale Brenier’s Theorem with full-marginals constraint.
Frontiers of Mathematical Finance, 2(2): 202-243, 2023.
5. Shuoqing Deng, Xun Li, Huyen Pham and Xiang Yu.
Optimal consumption with reference to past spending maximum.
Finance and Stochastics, 26: 217-266, 2022.
4. Shuoqing Deng, Xiaolu Tan and Xiang Yu.
Utility maximization with proportional transaction costs under model uncertainty.
Mathematics of Operations Research, 45(4): 1210-1236, 2020.
3. Cyril Benezet, Jeremie Bonnefoy, Jean-Francois Chassagneux, Shuoqing Deng, Camilo Garcia Trillos and Lionel Lenotre.
A Sparse grid approach to balance sheet risk measurement.
ESAIM: Proceedings and Surveys, 65: 236-265, 2019.
2. Anna Aksamit, Shuoqing Deng, Jan Obloj and Xiaolu Tan.
The robust pricing-hedging duality for American options in discrete time financial markets.
Mathematical Finance, 29(3): 861-897, 2019.
Bruno Bouchard, Shuoqing Deng and Xiaolu Tan.
Superreplication with proportional transaction cost under model uncertainty.
Mathematical Finance, 29(3): 837-860, 2019.