6

Constrained Optimal Transport

Year:
2018
Language:
english
File:
PDF, 635 KB
english, 2018
9

On viscosity solutions of path dependent PDEs

Year:
2014
Language:
english
File:
PDF, 306 KB
english, 2014
11

Portfolio choice with small temporary and transient price impact

Year:
2019
Language:
english
File:
PDF, 884 KB
english, 2019
16

Optimal stopping under nonlinear expectation

Year:
2014
Language:
english
File:
PDF, 550 KB
english, 2014