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1

Martingales and stochastic integrals in the theory of continuous trading

J.Michael Harrison, Stanley R. Pliska

Journal:

Stochastic Processes and their Applications

Year:

1981

Language:

english

File:

PDF, 5.69 MB

english, 1981

2

On the fundamental theorem of asset pricing with an infinite state space

Kerry Back, Stanley R. Pliska

Journal:

Journal of Mathematical Economics

Year:

1991

Language:

english

File:

PDF, 1.01 MB

english, 1991

3

Optimal life insurance purchase and consumption/investment under uncertain lifetime

Stanley R. Pliska, Jinchun Ye

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 255 KB

english, 2007

4

A three‐factor valuation model for mortgage‐backed securities (MBS)

Liu, Shuangzhe, Kariya, Takeaki, Ushiyama, Fumiaki, Pliska, Stanley R.

Journal:

Managerial Finance

Year:

2011

Language:

english

File:

PDF, 419 KB

english, 2011

5

A stochastic calculus model of continuous trading: Complete markets

J.Michael Harrison, Stanley R. Pliska

Journal:

Stochastic Processes and their Applications

Year:

1983

Language:

english

File:

PDF, 449 KB

english, 1983

6

Portfolio Management with Transaction Costs

Colin Atkinson, Stanley R. Pliska and Paul Wilmott

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

1997

Language:

english

File:

PDF, 288 KB

english, 1997

7

[Springer Finance] Mathematical Finance — Bachelier Congress 2000 || The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Geman, Hélyette, Madan, Dilip, Pliska, Stanley R., Vorst, Ton

Year:

2002

Language:

english

File:

PDF, 947 KB

english, 2002

8

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS

Andrew J. Morton, Stanley R. Pliska

Journal:

Mathematical Finance

Year:

1995

Language:

english

File:

PDF, 836 KB

english, 1995

9

Risk sensitive asset allocation

Tomasz R. Bielecki, Stanley R. Pliska, Michael Sherris

Journal:

Journal of Economic Dynamics and Control

Year:

2000

Language:

english

File:

PDF, 328 KB

english, 2000

10

[Springer Finance] Mathematical Finance — Bachelier Congress 2000 || Utility-Based Derivative Pricing in Incomplete Markets

Geman, Hélyette, Madan, Dilip, Pliska, Stanley R., Vorst, Ton

Year:

2002

Language:

english

File:

PDF, 864 KB

english, 2002

11

THE "POLISH-AMERICAN ARMY" 1917-1921

STANLEY R. PLISKA

Journal:

The Polish Review

Year:

1965

Language:

english

File:

PDF, 1.33 MB

english, 1965

12

Mathematical Models in Finance || On a Free Boundary Problem that Arises in Portfolio Management

Stanley R. Pliska and Michael J. P. Selby

Journal:

Philosophical Transactions of the Royal Society Physical and Engineering Sciences (1990-1995)

Year:

1994

Language:

english

File:

PDF, 189 KB

english, 1994

13

A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT

Cristin Buescu, Abel Cadenillas, Stanley R. Pliska

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 89 KB

english, 2007

14

OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND

BIELECKI, TOMASZ R., PLISKA, STANLEY, YONG, JIONGMIN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2005

Language:

english

File:

PDF, 474 KB

english, 2005

15

Optimal tracking for asset allocation with fixed and proportional transaction costs

Pliska, Stanley R, Suzuki, Kiyoshi

Journal:

Quantitative Finance

Year:

2004

Language:

english

File:

PDF, 1.18 MB

english, 2004

16

Optimization of Multitype Branching Processes

Pliska, Stanley R.

Journal:

Management Science

Year:

1976

Language:

english

File:

PDF, 746 KB

english, 1976

17

Optimal Consumption of a Nonrenewable Resource with Stochastic Discoveries and a Random Environment

Sudhakar D. Deshmukh and Stanley R. Pliska

Journal:

Review of Economic Studies

Year:

1983

Language:

english

File:

PDF, 900 KB

english, 1983

18

Optimization of Multitype Branching Processes

Stanley R. Pliska

Journal:

Management Science

Year:

1976

Language:

english

File:

PDF, 322 KB

english, 1976

19

Optimal portfolios with asymptotic criteria

Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki

Journal:

Annals of Operations Research

Year:

1993

Language:

english

File:

PDF, 934 KB

english, 1993

20

The Yalta Myths. An Issue in U.S. Politics, 1945-1955by Athan G. Theoharis

Review by: Stanley Pliska

Journal:

Polish American Studies

Year:

1977

Language:

english

File:

PDF, 337 KB

english, 1977

21

Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives

Özekici, Suleyman, Pliska, Stanley R.

Journal:

Operations Research

Year:

1991

Language:

english

File:

PDF, 1005 KB

english, 1991

22

The effects of regulations on trading activity and return volatility in futures markets

Stanley R. Pliska, Catherine T. Shalen

Journal:

Journal of Futures Markets

Year:

1991

Language:

english

File:

PDF, 1.01 MB

english, 1991

23

Optimal Consumption and Exploration of Nonrenewable Resources under Uncertainty

Sudhakar D. Deshmukh and Stanley R. Pliska

Journal:

Year:

1980

Language:

english

File:

PDF, 496 KB

english, 1980

24

Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives

Suleyman Özekici and Stanley R. Pliska

Journal:

Operations Research

Year:

1991

Language:

english

File:

PDF, 497 KB

english, 1991

25

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION

Tomasz R. Bielecki, Hanqing Jin, Stanley R. Pliska, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2005

Language:

english

File:

PDF, 247 KB

english, 2005

26

“Utility Functions: From Risk Theory to Finance”, Hans U. Gerber and Gérard Pafum, July 1998

Pliska, Stanley R.

Journal:

North American Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 157 KB

english, 1998

27

Risk sensitive asset management with transaction costs

Tomasz R. Bielecki, Stanley R. Pliska

Journal:

Finance and Stochastics

Year:

2000

Language:

english

File:

PDF, 213 KB

english, 2000

28

Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation

Bielecki, Tomasz R., Pliska, Stanley R., Sheu, Shuenn-Jyi

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 297 KB

english, 2005

29

Optimal trading of a security when there are taxes and transaction costs

Abel Cadenillas, Stanley R. Pliska

Journal:

Finance and Stochastics

Year:

1999

Language:

english

File:

PDF, 291 KB

english, 1999

30

Multiperson Controlled Diffusions

Pliska, Stanley R.

Journal:

SIAM Journal on Control

Year:

1973

Language:

english

File:

PDF, 2.09 MB

english, 1973

31

Direct diagnosis of tuberculosis by computer assisted pattern recognition gas chromatographic analysis of sputum

Nitaya Maliwan, Ralston W. Reid, Stanley R. Pliska, Thomas J. Bird, James R. Zvetina

Journal:

Biomedical Chromatography

Year:

1991

Language:

english

File:

PDF, 493 KB

english, 1991

32

Choosing the maximum from a sequence with a discount function

Willis T. Rasmussen, Stanley R. Pliska

Journal:

Applied Mathematics & Optimization

Year:

1975-1976

Language:

english

File:

PDF, 548 KB

english, 1975-1976

33

Option valuation with co-integrated asset prices

Jin-Chuan Duan, Stanley R. Pliska

Journal:

Journal of Economic Dynamics and Control

Year:

2004

Language:

english

File:

PDF, 403 KB

english, 2004

34

A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty

Sudhakar D. Deshmukh, Stanley R. Pliska

Journal:

Journal of Economic Theory

Year:

1985

Language:

english

File:

PDF, 1.18 MB

english, 1985

35

A DYNAMIC PROGRAMMING MODEL FOR OPTIMAL OBSERVATIONS OF A DISCRETE TIME LINEAR STOCHASTIC PROCESS

Stanley R. Pliska

Journal:

Australian & New Zealand Journal of Statistics

Year:

1974

Language:

english

File:

PDF, 402 KB

english, 1974

36

Optimal Control of Single-Server Queuing Networks and Multi-Class M / G /1 Queues with Feedback

Tcha, Dong-Wan, Pliska, Stanley R.

Journal:

Operations Research

Year:

1977

Language:

english

File:

PDF, 504 KB

english, 1977

37

America's Polish Heritage: A Social History of the Poles in Americaby Joseph A. Wytrwal

Review by: Stanley R. Pliska

Journal:

The Journal of Southern History

Year:

1962

Language:

english

File:

PDF, 102 KB

english, 1962

38

Optimal inspection under semi-markovian deterioration: Basic results

Armando Z. Milioni, Stanley R. Pliska

Journal:

Naval Research Logistics (NRL)

Year:

1988

Language:

english

File:

PDF, 837 KB

english, 1988

39

Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987

Gilbert W. Bassett, Virginia G. France, Stanley R. Pliska

Journal:

Review of Quantitative Finance and Accounting

Year:

1991

Language:

english

File:

PDF, 885 KB

english, 1991

40

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

Tomasz Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska

Journal:

Mathematical Methods of Operations Research

Year:

1999

Language:

english

File:

PDF, 168 KB

english, 1999

41

Accretive Operators and Markov Decision Processes

Pliska, Stanley R.

Journal:

Mathematics of Operations Research

Year:

1980

Language:

english

File:

PDF, 907 KB

english, 1980

42

Controlled jump processes

Stanley R. Pliska

Journal:

Stochastic Processes and their Applications

Year:

1975

Language:

english

File:

PDF, 2.39 MB

english, 1975

43

Optimal inspection under semi-markovian deterioration: The catastrophic case

Armando Z. Milioni, Stanley R. Pliska

Journal:

Naval Research Logistics (NRL)

Year:

1988

Language:

english

File:

PDF, 842 KB

english, 1988

44

[Springer Finance] Mathematical Finance — Bachelier Congress 2000 || Optimal Investment in Incomplete Financial Markets

Geman, Hélyette, Madan, Dilip, Pliska, Stanley R., Vorst, Ton

Year:

2002

Language:

english

File:

PDF, 950 KB

english, 2002

45

[IEEE 1986 25th IEEE Conference on Decision and Control - Athens, Greece (1986.12.10-1986.12.12)] 1986 25th IEEE Conference on Decision and Control - Duality results for a class of stochastic optimization problems with applications to an inventory control problem

Pliska, Stanley, Topcuglu, Defne

Year:

1986

Language:

english

File:

PDF, 439 KB

english, 1986

46

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios

Stanley R. Pliska

Journal:

Mathematics of Operations Research

Year:

1986

Language:

english

File:

PDF, 549 KB

english, 1986

47

On a functional differential equation that arises in a Markov control problem

Stanley R Pliska

Journal:

Journal of Differential Equations

Year:

1978

Language:

english

File:

PDF, 809 KB

english, 1978

48

The shadow price of information in continuous time decision problems

Back, Kerry, Pliska, Stanley R

Journal:

Year:

1987

Language:

english

File:

PDF, 3.72 MB

english, 1987

49

A Diffusion Process Model for the Optimal Operation of a Reservoir System

Stanley R. Pliska

Journal:

Journal of Applied Probability

Year:

1975

Language:

english

File:

PDF, 487 KB

english, 1975

50

A synopsis of federal-state sponsored preventive child health

Janet S. Reis, Stanley R. Pliska, Edward F. X. Hughes

Journal:

Journal of Community Health

Year:

1984

Language:

english

File:

PDF, 874 KB

english, 1984

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