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|1-Jan-2019||A multi-asset investment and consumption problem with transaction costs||Hobson, D; Tse, ASL; Zhu, Y|
|1-Jan-2019||Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems||Ma, J; Xing, J; Zheng, H|
|1-Dec-2018||Matricial Baxter's theorem with a Nehari sequence||Kasahara, Y; Bingham, NH|
|10-Apr-2019||Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity||Cont, R; Perkowski, N|
|23-Jul-2019||Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model||Ma, J; Li, W; Zheng, H|
|25-Jun-2018||Dynamic convex duality in constrained utility maximization||Li, Y; Zheng, H|