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1

Optimal Dynamic Trading Strategies with Risk Limits

Cuoco, Domenico, He, Hua, Isaenko, Sergei

Journal:

Operations Research

Year:

2008

Language:

english

File:

PDF, 334 KB

english, 2008

2

Optimal Dynamic Trading Strategies with Risk Limits

Domenico Cuoco, Hua He and Sergei Isaenko

Journal:

Operations Research

Year:

2008

Language:

english

File:

PDF, 2.10 MB

english, 2008

3

Portfolio choice under transitory price impact

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 280 KB

english, 2010

4

On the super-replicating approach when trading a derivative is limited

Isaenko, Sergei

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 501 KB

english, 2008

5

SPIE Proceedings [SPIE LASE - San Francisco, California (Saturday 23 January 2010)] Nonlinear Frequency Generation and Conversion: Materials, Devices, and Applications IX - LiInSe2 nanosecond optical parametric oscillator tunable from 4.7 to 8.7 Âµm

Tyazhev, Aleksey, Marchev, Georgi, Vedenyapin, Vitaliy, Kolker, Dmitry, Yelisseyev, Alexander, Lobanov, Sergei, Isaenko, Ludmila, Zondy, Jean-Jacques, Petrov, Valentin, Powers, Peter E.

Year:

2010

Language:

english

File:

PDF, 13.00 MB

english, 2010

6

The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences

Journal:

The Quarterly Review of Economics and Finance

Year:

2008

Language:

english

File:

PDF, 659 KB

english, 2008

7

Widely tunable continuous-wave mid-infrared radiation (5.5-11 Âµm) by difference-frequency generation in LiInS2 crystal

Chen, Weidong, Poullet, Emmanuelle, Burie, Jean, Boucher, Daniel, Sigrist, Markus W., Zondy, Jean-Jacques, Isaenko, Ludmila, YÃ¨lisseyev, Alexander, Lobanov, Sergei

Journal:

Year:

2005

Language:

english

File:

PDF, 264 KB

english, 2005

8

Optical, thermal, electrical, damage, and phase-matching properties of lithium selenoindate

Petrov, Valentin, Zondy, Jean-Jacques, Bidault, Olivier, Isaenko, Ludmila, Vedenyapin, Vitaliy, Yelisseyev, Alexander, Chen, Weidong, Tyazhev, Aleksey, Lobanov, Sergei, Marchev, Georgi

Journal:

Journal of the Optical Society of America B

Year:

2010

Language:

english

File:

PDF, 1.71 MB

english, 2010

9

Nd:YAG pumped nanosecond optical parametric oscillator based on LiInSe_2 with tunability extending from 47 to 87 μm

Marchev, Georgi, Tyazhev, Aleksey, Vedenyapin, Vitaliy, Kolker, Dmitri, Yelisseyev, Alexander, Lobanov, Sergei, Isaenko, Ludmila, Zondy, Jean-Jacques, Petrov, Valentin

Journal:

Year:

2009

Language:

english

File:

PDF, 444 KB

english, 2009

10

LiInSe2 nanosecond optical parametric oscillator

Zondy, Jean-Jacques, Vedenyapin, Vitaliy, Yelisseyev, Alexander, Lobanov, Sergei, Isaenko, Ludmila, Petrov, Valentin

Journal:

Year:

2005

Language:

english

File:

PDF, 206 KB

english, 2005

11

SPIE Proceedings [SPIE SPIE LASE - San Francisco, California (Saturday 22 January 2011)] Nonlinear Frequency Generation and Conversion: Materials, Devices, and Applications X - Effect of post-growth annealing on the optical properties of LiGaS2 nonlinear crystals

Yelisseyev, Alexander, Starikova, Marina, Isaenko, Ludmila, Lobanov, Sergei, Petrov, Valentin, Vodopyanov, Konstantin L.

Year:

2011

Language:

english

File:

PDF, 332 KB

english, 2011

12

SPIE Proceedings [SPIE International Conference on Solid State Crystals 2000 - Zakopane, Poland (Monday 9 October 2000)] International Conference on Solid State Crystals 2000: Growth, Characterization, and Applications of Single Crystals - Growth and characterization of single crystals of ternary chalcogenides for laser applications

Isaenko, Ludmila I., Yelisseyev, Alexander P., Zondy, Jean-Jacques, Knippels, Guido M., Thenot, I., Lobanov, Sergei, Rogalski, Antoni, Adamiec, Krzysztof, Madejczyk, Pawel

Year:

2001

Language:

english

File:

PDF, 398 KB

english, 2001

13

Singly-resonant optical parametric oscillation based on the wide band-gap mid-IR nonlinear optical crystal LiGaS2

Tyazhev, Aleksey, Vedenyapin, Vitaly, Marchev, Georgi, Isaenko, Ludmila, Kolker, Dmitri, Lobanov, Sergei, Petrov, Valentin, Yelisseyev, Alexander, Starikova, Marina, Zondy, Jean-Jacques

Journal:

Optical Materials

Year:

2013

Language:

english

File:

PDF, 647 KB

english, 2013

14

Structures and optical properties of two phases of SrMgF 4

Yelisseyev, Alexander P., Jiang, Xingxing, Isaenko, Ludmila I., Kang, Lei, Bai, Lei, Lin, Zheshuai, Goloshumova, Alina A., Lobanov, Sergei I., Naumov, Dmitry Y.

Journal:

Physical Chemistry Chemical Physics

Year:

2015

Language:

english

File:

PDF, 2.68 MB

english, 2015

15

[IEEE 12th European Quantum Electronics Conference CLEO EUROPE/EQEC - Munich, Germany (2011.05.22-2011.05.26)] 2011 Conference on Lasers and Electro-Optics Europe and 12th European Quantum Electronics Conference (CLEO EUROPE/EQEC) - Mid-IR optical parametric oscillator based on LiGaS2

Tyazhev, Aleksey, Vedenyapin, Vitaly, Marchev, Georgi, Yelisseyev, Alexander, Isaenko, Ludmila, Starikova, Marina, Lobanov, Sergei, Petrov, Valentin

Year:

2011

Language:

english

File:

PDF, 156 KB

english, 2011

16

SPIE Proceedings [SPIE SPIE Europe Security + Defence - Berlin, Germany (Monday 31 August 2009)] Optical Materials in Defence Systems Technology VI - Broadly tunable LiInSe2 optical parametric oscillator pumped by a Nd:YAG laser

Marchev, Georgi, Tyazhev, Aleksey, Vedenyapin, Vitaliy, Kolker, Dmitri, Yelisseyev, Alexander, Lobanov, Sergei, Isaenko, Ludmila, Zondy, Jean-Jacques, Petrov, Valentin, Grote, James G., Kajzar, Franço

Year:

2009

Language:

english

File:

PDF, 8.58 MB

english, 2009

17

SPIE Proceedings [SPIE SPIE Proceedings - (Sunday 12 February 2012)] - Optical characterization of the LiInS2 and LiInSe2 crystals

Balachninaite, Ona, Petraviciute, Lauryna, Maciulevicius, Mindaugas, Sirutkaitis, Valdas, Isaenko, Ludmila, Lobanov, Sergei, Yelisseyev, Alexander, Zondy, Jean-Jacques, Ašmontas, Steponas, Gradauskas,

Year:

2012

Language:

english

File:

PDF, 402 KB

english, 2012

18

SPIE Proceedings [SPIE SPIE LASE - San Francisco, California (Saturday 22 January 2011)] Nonlinear Frequency Generation and Conversion: Materials, Devices, and Applications X - New mixed LiGa0.5In0.5Se2 nonlinear crystal for the mid-IR

Vedenyapin, Vitaliy, Isaenko, Ludmila, Yelisseyev, Alexander, Lobanov, Sergei, Tyazhev, Aleksey, Marchev, Georgi, Petrov, Valentin, Vodopyanov, Konstantin L.

Year:

2011

Language:

english

File:

PDF, 2.37 MB

english, 2011

19

SPIE Proceedings [SPIE Boulder Damage Symposium XXXVIII: Annual Symposium on Optical Materials for High Power Lasers - Boulder, CO (Monday 25 September 2006)] Laser-Induced Damage in Optical Materials: 2006 - Characterization of the mid-infrared nonlinear crystals LiInSe2 and LiInS2 in the IR range

Balachninaite, Ona, Petraviciute, Lauryna, Maciulevicius, Mindaugas, Sirutkaitis, Valdas, Isaenko, Ludmila, Lobanov, Sergei, Yelisseyev, Alexander, Zondy, Jean-Jacques, Exarhos, Gregory J., Guenther,

Year:

2007

Language:

english

File:

PDF, 167 KB

english, 2007

20

SPIE Proceedings [SPIE ICO XVIII 18th Congress of the International Commission for Optics - San Francisco, CA (Monday 2 August 1999)] 18th Congress of the International Commission for Optics - Spectroscopic study of neodymium-doped LilnS2 single crystals

Yelisseyev, Alexander P., Lobanov, Sergei, Isaenko, Ludmila I., Zondy, Jean-Jacques, Glass, Alexander J., Goodman, Joseph W., Chang, Milton, Guenther, Arthur H., Asakura, Toshimitsu

Year:

1999

Language:

english

File:

PDF, 96 KB

english, 1999

21

Characterization of LiInS2 and LiInSe2 single crystals for nonlinear optical applications

Isaenko, Ludmila, Yelisseyev, Alexander, Lobanov, Sergei, Panich, Alexander, Vedenyapin, Vitaly, Smirnova, Julia, Petrov, Valentin, Zondy, Jean-Jacques, Knippels, Guido

Journal:

MRS Proceedings

Year:

2001

Language:

english

File:

PDF, 100 KB

english, 2001

22

SPIE Proceedings [SPIE ICO XVIII 18th Congress of the International Commission for Optics - San Francisco, CA (Monday 2 August 1999)] 18th Congress of the International Commission for Optics - Pure and ytterbium-doped AgGaS2 potential for cw parametric oscillation and stimulated emission in the mid-infrared

Zondy, Jean-Jacques, Douillet, A., Yelisseyev, Alexander P., Lobanov, Sergei, Isaenko, Ludmila I., Glass, Alexander J., Goodman, Joseph W., Chang, Milton, Guenther, Arthur H., Asakura, Toshimitsu

Year:

1999

Language:

english

File:

PDF, 133 KB

english, 1999

23

SPIE Proceedings [SPIE Seventh International Symposium on Laser Metrology Applied to Science, Industry, and Everyday Life - Novosibirsk, Russia (Monday 9 September 2002)] Seventh International Symposium on Laser Metrology Applied to Science,Industry, and Everyday Life - New low-phonon frequency crystals based on rare-earth-doped double halogenides for multiwavelength diode-pumped solid state lasers

Isaenko, Ludmila I., Yelisseyev, Alexander P., Tkachuk, Alexandra M., Ivanova, S. E., Payne, Stephen A., Page, Ralph H., Nostrand, Mike C., Chugui, Yuri V., Bagayev, Sergei N., Weckenmann, Albert, Osa

Year:

2002

Language:

english

File:

PDF, 322 KB

english, 2002

24

Properties of LiGa0.5In0.5Se2: A Quaternary Chalcogenide Crystal for Nonlinear Optical Applications in the Mid-IR

Isaenko, Ludmila, Yelisseyev, Alexander, Lobanov, Sergei, Vedenyapin, Vitaliy, Krinitsyn, Pavel, Petrov, Valentin

Journal:

Year:

2016

Language:

english

File:

PDF, 2.24 MB

english, 2016

25

Stock Market Crises, Background Risk and Liquidity Premium

Isaenko, Sergei, Zhong, Rui

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 204 KB

english, 2011

26

Diversification in Illiquid Market

Isaenko, Sergei

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 261 KB

english, 2006

27

Dynamic Equilibrium with Overpriced Put Options

Isaenko, Sergei

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 252 KB

english, 2004

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