\Bibitem{1}
\by Nie, Tianyang; Rutkowski, Marek
\paper A BSDE approach to fair bilateral pricing under endogenous collateralization
\jour Finance Stoch.
\yr 2016
\vol 20
\issue 4
\pages 855-900
\Bibitem{2}
\by Hu, Ying; Huang, Jianhui; Nie, Tianyang
\paper Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
\jour SIAM J. Control Optim.
\yr 2018
\vol 56
\issue 4
\pages 2835–2877
\Bibitem{3}
\by Li, Min; Nie, Tianyang; Wu, Zhen
\paper Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach
\jour SIAM J. Control Optim.
\yr 2023
\vol 61
\issue 4
\pages 2114–2139
\Bibitem{4}
\by Nie, Tianyang; Rutkowski, Marek
\paper Fair bilateral pricing under funding costs and exogenous collateralization
\jour Math. Finance
\yr 2018
\vol 28
\issue 2
\pages 621–655
\Bibitem{5}
\by Buckdahn, Rainer; Nie, Tianyang
\paper Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
\jour . SIAM J. Control Optim.
\yr 2016
\vol 54
\issue 2
\pages 602–631
