![](https://dblp1.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp1.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp1.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 32 matches
- 2019
- Aurélien Alfonsi
, David Krief, Peter Tankov:
Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing. SIAM J. Financial Math. 10(4): 942-976 (2019) - Sühan Altay, Katia Colaneri
, Zehra Eksi:
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. SIAM J. Financial Math. 10(2): 512-546 (2019) - Bahman Angoshtari
, Erhan Bayraktar
, Virginia R. Young:
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. SIAM J. Financial Math. 10(2): 547-577 (2019) - Peter Bank, Moritz Voß
:
Optimal Investment with Transient Price Impact. SIAM J. Financial Math. 10(3): 723-768 (2019) - Erhan Bayraktar
, Jingjie Zhang, Zhou Zhou:
Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case. SIAM J. Financial Math. 10(3): 667-697 (2019) - Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan:
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10(1): 156-180 (2019) - Francesca Biagini
, Andrea Mazzon, Thilo Meyer-Brandis:
Financial Asset Bubbles in Banking Networks. SIAM J. Financial Math. 10(2): 430-465 (2019) - Baojun Bian, Xinfu Chen, Zuo Quan Xu
:
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10(1): 243-260 (2019) - Maxim Bichuch
, Zachary Feinstein
:
Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. 10(1): 68-88 (2019) - Laurence Carassus
, Jan Oblój
, Johannes Wiesel:
The Robust Superreplication Problem: A Dynamic Approach. SIAM J. Financial Math. 10(4): 907-941 (2019) - Álvaro Cartea
, Luhui Gan, Sebastian Jaimungal
:
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders. SIAM J. Financial Math. 10(3): 790-814 (2019) - Kexin Chen
, Mei Choi Chiu
, Yong Hyun Shin, Hoi Ying Wong
:
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. SIAM J. Financial Math. 10(4): 977-1005 (2019) - Kexin Chen
, Mei Choi Chiu
, Hoi Ying Wong
:
Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration. SIAM J. Financial Math. 10(2): 632-665 (2019) - Andrei Cozma, Matthieu Mariapragassam, Christoph Reisinger:
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method. SIAM J. Financial Math. 10(1): 181-213 (2019) - Nils Detering, Thilo Meyer-Brandis
, Konstantinos Panagiotou, Daniel Ritter
:
Managing Default Contagion in Inhomogeneous Financial Networks. SIAM J. Financial Math. 10(2): 578-614 (2019) - Omar El Euch, Masaaki Fukasawa, Jim Gatheral
, Mathieu Rosenbaum:
Short-Term At-the-Money Asymptotics under Stochastic Volatility Models. SIAM J. Financial Math. 10(2): 491-511 (2019) - Zachary Feinstein
:
Obligations with Physical Delivery in a Multilayered Financial Network. SIAM J. Financial Math. 10(4): 877-906 (2019) - Paolo Guasoni
, Zsolt Nika, Miklós Rásonyi:
Trading Fractional Brownian Motion. SIAM J. Financial Math. 10(3): 769-789 (2019) - Paolo Guasoni
, Antonella Tolomeo, Gu Wang
:
Should Commodity Investors Follow Commodities' Prices? SIAM J. Financial Math. 10(2): 466-490 (2019) - Ben M. Hambly, Nikolaos Kolliopoulos
:
Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math. 10(3): 857-876 (2019) - Ulrich Horst, Wei Xu:
A Scaling Limit for Limit Order Books Driven by Hawkes Processes. SIAM J. Financial Math. 10(2): 350-393 (2019) - Eduardo Abi Jaber, Omar El Euch:
Multifactor Approximation of Rough Volatility Models. SIAM J. Financial Math. 10(2): 309-349 (2019) - Antoine Jacquier
, Fangwei Shi:
The Randomized Heston Model. SIAM J. Financial Math. 10(1): 89-129 (2019) - Longjie Jia, Martijn Pistorius, Harry Zheng
:
Dynamic Portfolio Optimization with Looping Contagion Risk. SIAM J. Financial Math. 10(1): 1-36 (2019) - Michael Kusnetsov, Luitgard Anna Maria Veraart:
Interbank Clearing in Financial Networks with Multiple Maturities. SIAM J. Financial Math. 10(1): 37-67 (2019) - Damien Lamberton, Giulia Terenzi:
Variational Formulation of American Option Prices in the Heston Model. SIAM J. Financial Math. 10(1): 261-308 (2019) - Bin Li
, Peng Luo, Dewen Xiong:
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization. SIAM J. Financial Math. 10(2): 394-429 (2019) - Sergey Nadtochiy, Thaleia Zariphopoulou
:
Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints. SIAM J. Financial Math. 10(3): 698-722 (2019) - Cong Qin
, Xinfu Chen:
On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model. SIAM J. Financial Math. 10(1): 130-155 (2019) - Michael Schatz
, Didier Sornette:
A Nonuniformly Integrable Martingale Bubble with a Crash. SIAM J. Financial Math. 10(2): 615-631 (2019)
skipping 2 more matches
loading more results
failed to load more results, please try again later
![](https://dblp1.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-07-01 10:56 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint