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Stochastic Volatility Effects on Defaultable Bonds, , и . Applied Mathematical Finance, 13 (3): 215--244 (2006)A Limit Theorem for Financial Markets with Inert Investors., , и . Math. Oper. Res., 31 (4): 789-810 (2006)Singular Perturbations in Option Pricing., , , и . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Fracking, Renewables, and Mean Field Games., и . SIAM Rev., 59 (3): 588-615 (2017)Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation., и . Risk Decis. Anal., 3 (3): 149-165 (2012)A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption., , и . SIAM J. Control. Optim., 60 (5): 3173-3190 (октября 2022)Singular Perturbations for Boundary Value Problems Arising from Exotic Options., , и . SIAM J. Appl. Math., 64 (4): 1268-1293 (2004)Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis, , и . (марта 2007)Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions., , и . SIAM J. Control. Optim., 55 (3): 1534-1566 (2017)Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random., и . SIAM J. Control. Optim., 43 (4): 1328-1353 (2004)