Steven E Shreve: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

[Springer Finance] Stochastic Calculus for Finance I || The Binomial No-Arbitrage Pricing Model

Shreve, Steven E.

Year:

2004

Language:

english

File:

PDF, 2.05 MB

english, 2004

2

[Graduate Texts in Mathematics] Brownian Motion and Stochastic Calculus Volume 113 ||

Karatzas, Ioannis, Shreve, Steven E.

Year:

1998

Language:

english

File:

PDF, 1.63 MB

english, 1998

3

[Springer Finance] Stochastic Calculus for Finance I || Interest-Rate-Dependent Assets

Shreve, Steven E.

Year:

2004

Language:

english

File:

PDF, 2.43 MB

english, 2004

4

[Graduate Texts in Mathematics] Brownian Motion and Stochastic Calculus Volume 113 || P. Lévy’s Theory of Brownian Local Time

Karatzas, Ioannis, Shreve, Steven E.

Year:

1998

Language:

english

File:

PDF, 5.77 MB

english, 1998

5

Robustness of the Black and Scholes Formula

Nicole El Karoui, Monique Jeanblanc-Picquè, Steven E. Shreve

Journal:

Mathematical Finance

Year:

1998

Language:

english

File:

PDF, 268 KB

english, 1998

6

Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

Karatzas, Ioannis, Lehoczky, John P., Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

1987

Language:

english

File:

PDF, 2.45 MB

english, 1987

7

Martingale and Duality Methods for Utility Maximization in an Incomplete Market

Karatzas, Ioannis, Lehoczky, John P., Shreve, Steven E., Xu, Gan-Lin

Journal:

SIAM Journal on Control and Optimization

Year:

1991

Language:

english

File:

PDF, 2.67 MB

english, 1991

8

Methods of Mathematical Finance ||

Karatzas, Ioannis, Shreve, Steven E.

Year:

1998

Language:

english

File:

PDF, 41.73 MB

english, 1998

9

Asymptotic analysis for optimal investment and consumption with transaction costs

Karel Janeček, StevenE. Shreve

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 486 KB

english, 2004

10

Optimal Execution in a General One-Sided Limit-Order Book

Predoiu, Silviu, Shaikhet, Gennady, Shreve, Steven

Journal:

SIAM Journal on Financial Mathematics

Year:

2011

Language:

english

File:

PDF, 849 KB

english, 2011

11

Perpetual Convertible Bonds

Sı⁁rbu, Mihai, Pikovsky, Igor, Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

2004

Language:

english

File:

PDF, 303 KB

english, 2004

12

[Springer Finance] Stochastic Calculus for Finance I || Probability Theory on Coin Toss Space

Shreve, Steven E.

Year:

2004

Language:

english

File:

PDF, 2.79 MB

english, 2004

13

Explicit Solution of a General Consumption/Investment Problem

Karatzas, Ioannis, Lehoczky, John P., Sethi, Suresh P., Shreve, Steven E.

Journal:

Mathematics of Operations Research

Year:

1986

Language:

english

File:

PDF, 1.54 MB

english, 1986

14

Options on a traded account: Vacation calls, vacation puts and passport options

Steven E. Shreve, Jan Večeř

Journal:

Finance and Stochastics

Year:

2000

Language:

english

File:

PDF, 176 KB

english, 2000

15

A GENERAL FRAMEWORK FOR PRICING CREDIT RISK

Alain BÉlanger, Steven E. Shreve, Dennis Wong

Journal:

Mathematical Finance

Year:

2004

Language:

english

File:

PDF, 255 KB

english, 2004

16

Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

Karatzas, Ioannis, Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

1984

Language:

english

File:

PDF, 2.05 MB

english, 1984

17

[Springer Finance] Stochastic Calculus for Finance I || State Prices

Shreve, Steven E.

Year:

2004

Language:

english

File:

PDF, 1.99 MB

english, 2004

18

Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control

Shreve, Steven E., Bertsekas, Dimitri P.

Journal:

SIAM Journal on Control and Optimization

Year:

1978

Language:

english

File:

PDF, 2.35 MB

english, 1978

19

Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption / Investment Model

Ioannis Karatzas, John P. Lehoczky and Steven E. Shreve

Journal:

Mathematics of Operations Research

Year:

1990

Language:

english

File:

PDF, 1.38 MB

english, 1990

20

Existence of optimal stationary policies in deterministic optimal control

Dimitri P Bertsekas, Steven E Shreve

Journal:

Journal of Mathematical Analysis and Applications

Year:

1979

Language:

english

File:

PDF, 661 KB

english, 1979

21

Valuation of exotic options under shortselling constraints

Uwe Schmock, Steven E. Shreve, Uwe Wystup

Journal:

Finance and Stochastics

Year:

2002

Language:

english

File:

PDF, 281 KB

english, 2002

22

Equilibrium Models With Singular Asset Prices

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve

Journal:

Mathematical Finance

Year:

1991

Language:

english

File:

PDF, 767 KB

english, 1991

23

Sterically hindered aryloxide-substituted alkylaluminum compounds

Shreve, Andrew P., Mulhaupt, Rolf., Fultz, William., Calabrese, Joseph., Robbins, Wayne., Ittel, Steven D.

Journal:

Organometallics

Year:

1988

Language:

english

File:

PDF, 1.11 MB

english, 1988

24

Utility Maximization Trading Two Futures with Transaction Costs

Bichuch, Maxim, Shreve, Steven

Journal:

SIAM Journal on Financial Mathematics

Year:

2013

Language:

english

File:

PDF, 750 KB

english, 2013

25

[Springer Finance] Stochastic Calculus for Finance I || Random Walk

Shreve, Steven E.

Year:

2004

Language:

english

File:

PDF, 1.80 MB

english, 2004

26

Stochastic Control

V. E. Beneš, M. H. A. Davis, Wendell H. Fleming, Ioannis Karatzas, Steven E. Shreve, C. A. Glasbey, M. B. McGechan, Gary Gottlieb, Benny Levikson, A. Hordijk, F. A. Van Der Duyn Schouten and Domokos V

Journal:

Advances in Applied Probability

Year:

1984

Language:

english

File:

PDF, 360 KB

english, 1984

27

Electrostatic and Conformational Effects on the Electronic Structures of Distortional Isomers of a Mixed-Valence Binuclear Cu Complex

Franzen, Stefan, Miskowski, Vincent M., Shreve, Andrew P., Wallace-Williams, Stacie E., Woodruff, William H., Ondrias, Mark R., Barr, Mary E., Moore, Laura, Boxer, Steven G.

Journal:

Inorganic Chemistry

Year:

2001

Language:

english

File:

PDF, 105 KB

english, 2001

28

Incorporating Tailored Interactive Patient Solutions Using Interactive Voice Response Technology to Improve Statin Adherence: Results of a Randomized Clinical Trial in a Managed Care Setting

Stacy, Jane N., Schwartz, Steven M., Ershoff, Daniel, Shreve, Marilyn Standifer

Journal:

Population Health Management

Year:

2009

Language:

english

File:

PDF, 218 KB

english, 2009

29

An Explicit Formula for the Skorokhod Map on [0, a]

Lukasz Kruk, John Lehoczky, Kavita Ramanan and Steven Shreve

Journal:

The Annals of Probability

Year:

2007

Language:

english

File:

PDF, 1.72 MB

english, 2007

30

A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients

Gan-Lin Xu and Steven E. Shreve

Journal:

The Annals of Applied Probability

Year:

1992

Language:

english

File:

PDF, 2.12 MB

english, 1992

31

Real-Time Queues in Heavy Traffic with Earliest-Deadline-First Queue Discipline

Bogdan Doytchinov, John Lehoczky and Steven Shreve

Journal:

The Annals of Applied Probability

Year:

2001

Language:

english

File:

PDF, 3.29 MB

english, 2001

32

Breaking down barriers

Journal:

Quantitative Finance

Year:

2003

Language:

english

File:

PDF, 8.66 MB

english, 2003

33

A note on optimal switching between two activities

Steven E. Shreve

Journal:

Naval Research Logistics (NRL)

Year:

1981

Language:

english

File:

PDF, 280 KB

english, 1981

34

A decomposition of the Brownian path

Ioannis Karatzas, Steven E. Shreve

Journal:

Statistics & Probability Letters

Year:

1987

Language:

english

File:

PDF, 308 KB

english, 1987

35

Editorial

Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven Shreve

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 66 KB

english, 2004

36

Satisfying convex risk limits by trading

Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha Tütüncü

Journal:

Finance and Stochastics

Year:

2005

Language:

english

File:

PDF, 260 KB

english, 2005

37

Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems

Karatzas, Ioannis, Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

1985

Language:

english

File:

PDF, 1.59 MB

english, 1985

38

A Two‐Person Game for Pricing Convertible Bonds

Sîrbu, Mihai, Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

2006

Language:

english

File:

PDF, 344 KB

english, 2006

39

Reflected Brownian Motion in the “Bang-Bang” Control of Brownian Drift

Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Year:

1981

Language:

english

File:

PDF, 803 KB

english, 1981

40

A Tribute to Wendell H. Fleming

Berkovitz, L. D., Shreve, Steven E., Ziemer, William P.

Journal:

SIAM Journal on Control and Optimization

Year:

1993

Language:

english

File:

PDF, 1.21 MB

english, 1993

41

Methods of Mathematical Finance || Single-Agent Consumption and Investment

Karatzas, Ioannis, Shreve, Steven E.

Year:

1998

Language:

english

File:

PDF, 551 KB

english, 1998

42

Ag K-Edge EXAFS Analysis of DNA-Templated Fluorescent Silver Nanoclusters: Insight into the Structural Origins of Emission Tuning by DNA Sequence Variations

Neidig, Michael L., Sharma, Jaswinder, Yeh, Hsin-Chih, Martinez, Jennifer S., Conradson, Steven D., Shreve, Andrew P.

Journal:

Journal of the American Chemical Society

Year:

2011

Language:

english

File:

PDF, 982 KB

english, 2011

43

Rat Subchronic Inhalation Study of Smoke from Cigarettes Containing Flue-Cured Tobacco Cured Either by Direct-Fired or Heat-Exchanger Curing Processes

Kinsler, Steven, Pence, Deborah H., Shreve, W. Keith, Mosberg, Arnold T., Ayres, Paul H., Sagartz, John W.

Journal:

Inhalation Toxicology

Year:

2003

Language:

english

File:

PDF, 397 KB

english, 2003

44

Near-Infrared Resonance Raman Spectroscopy of the Special Pair and the Accessory Bacteriochlorophylls in Photosynthetic Reaction Centers

Cherepy, Nerine J., Shreve, Andrew P., Moore, Laura J., Franzen, Stefan, Boxer, Steven G., Mathies, Richard A.

Journal:

Journal of Physical Chemistry

Year:

1994

Language:

english

File:

PDF, 956 KB

english, 1994

45

Optimization Over Time: Dynamic Programming and Stochastic Control, Vol. 1.by Peter Whittle;Optimization Over Time: Dynamic Programming and Stochastic Control, Vol. 2.by Peter Whittle

Review by: Steven Shreve

Journal:

Journal of the American Statistical Association

Year:

1984

Language:

english

File:

PDF, 89 KB

english, 1984

46

Electronic and Nuclear Dynamics of the Accessory Bacteriochlorophylls in Bacterial Photosynthetic Reaction Centers from Resonance Raman Intensities

Cherepy, Nerine J., Shreve, Andrew P., Moore, Laura J., Boxer, Steven G., Mathies, Richard A.

Journal:

Journal of Physical Chemistry B

Year:

1997

Language:

english

File:

PDF, 314 KB

english, 1997

47

Temperature Dependence of the Q y Resonance Raman Spectra of Bacteriochlorophylls, the Primary Electron Donor, and Bacteriopheophytins in the Bacterial Photosynthetic Reaction Center †

Cherepy, Nerine J., Shreve, Andrew P., Moore, Laura J., Boxer, Steven G., Mathies, Richard A.

Journal:

Year:

1997

Language:

english

File:

PDF, 303 KB

english, 1997

48

Equivalent models for finite-fuel stochastic control

Karatzas, Ioannis, Shreve, Steven E.

Journal:

Year:

1986

Language:

english

File:

PDF, 781 KB

english, 1986

49

[IEEE 1977 IEEE Conference on Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications - New Orleans, LA, USA (1977.12.7-1977.12.9)] 1977 IEEE Conference on Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications - Alternative theoretical frameworks for finite horizon discrete-time stochastic optimal control

Shreve, Steven, Bertsekas, Dimitri

Year:

1977

Language:

english

File:

PDF, 70 KB

english, 1977

50

Stochastics and stochastics reports

Davis, Mark H. A., Shreve, Steven E.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1990

Language:

english

File:

PDF, 222 KB

english, 1990

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски