15 research outputs found
Optimal Investment and Consumption with Liquid and Illiquid Assets
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Robust Hedging of Options on Local Time
- Author
- A Cox
- A Cox
- A Cox
- A Cox
- A Galichon
- A Neufeld
- D Breeden
- D H Root
- D Hobson
- D Hobson
- D Hobson
- D L Ocone
- D Madan
- D Possama�?possama�?
- G Guo
- G Guo
- Gaoyue Guo
- H Brown
- H Brown
- H Kellerer
- I Karatzas
- J Az�ma
- J Az�ma
- J Obl�j
- J Obl�j
- Julien Claisse
- L Denis
- M Avellaneda
- M Beiglb�ck
- M Nutz
- M R Tehranchi
- P Carr
- P Carr
- P E Protter
- P Henry-Labord�re
- P Vallois
- P Vallois
- Pierre Henry-Labordere
- R Revuz
- T Jeulin
- Y Dolinsky
- Y Dolinsky
- Z Hou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
A Stochastic Control Approach to No-Arbitrage Bounds Given Marginals, with an Application to Lookback Options
- Author
- A Cox
- A Cox
- A Neufeld
- Alfred Galichon
- C Villani
- D B Madan
- D Hobson
- D Hobson
- D M Kreps
- D Possama�?possama�?
- D T Breeden
- D W Stroock
- F Bonnans
- F Delbaen
- G Peskir
- H Brown
- H M Soner
- H M Soner
- I Karatzas
- J Az�ma
- J Az�ma
- J Cvitani�ccvitani�c
- J D Benamou
- J M Harrison
- J Obl�j
- J Obl�j
- J Szpirglas
- L Denis
- M Beiglb�ck
- M Davis
- M Nutz
- M Nutz
- Nizar Touzi
- P Carr
- P Carraro
- P Henry-Labord�re
- Pierre Henry-Labordere
- R Frey
- R Karandikar
- T Mikami
- W H Fleming
- X Tan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Asymptotics for Fixed Transaction Costs
- Author
- A E Whalley
- A Lynch
- A Lynch
- A R Morton
- A W Lo
- Albert Altarovici
- B Dumas
- B �ksendal
- C Atkinson
- D Bertsimas
- D Possama�?possama�?
- G Barles
- G Constantinides
- H Liu
- H M Soner
- Halil Mete Soner
- J F Eastham
- J Goodman
- J Kallsen
- J Kallsen
- J V Alcala
- Johannes Muhle-Karbe
- K Jane?ek
- K Muthuraman
- L C Evans
- L C G Rogers
- M Bichuch
- M Bichuch
- M Fukasawa
- M Fukasawa
- M G Crandall
- M H A Davis
- M Magill
- M Nutz
- M Rosenbaum
- M Schroder
- P Balduzzi
- P Guasoni
- R Korn
- R Martin
- R Zhang
- S E Shreve
- S Gerhold
- T Hayashi
- W H Fleming
- Y M Kabanov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Optimal Rebalancing Frequencies for Multidimensional Portfolios
- Author
- A Altarovici
- A Altarovici
- A E Whalley
- A J Mcneil
- A W Lynch
- B T�th
- D Bertsimas
- D Possama�?possama�?
- E Gobet
- F Clarke
- G Constantinides
- H Liu
- H M Soner
- Ibrahim Ekren
- J B Walsh
- J Kallsen
- J Kallsen
- J Kallsen
- Johannes Muhle-Karbe
- K Jane?ek
- K Jane?ek
- K Muthuraman
- L C G Rogers
- L Moreau
- M Bichuch
- M Bichuch
- M H A Davis
- M J P Magill
- M Nutz
- N Barberis
- N Garleanu
- N G�rleanu
- P Collin-Dufresne
- P Guasoni
- P Guasoni
- P Guasoni
- P Tankov
- R Almgren
- R Martin
- R Martin
- Ren Liu
- S E Shreve
- S L Law
- T Hayashi
- T S Kim
- Y Melnyk
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Small-Cost Asymptotics for Long-Term Growth Rates in Incomplete Markets
- Author
- A Altarovici
- A Bensoussan
- A E Whalley
- A J Morton
- A W Lynch
- C Atkinson
- C Atkinson
- C Kl�ppelberg
- D Becherer
- D Possama�?possama�?
- E Platen
- E Schwartz
- F Jamshidian
- Frank Thomas Seifried
- G Chacko
- G M Constantinides
- H M Soner
- I Karatzas
- I Karatzas
- I Karatzas
- J Kallsen
- J Kallsen
- J Kallsen
- J Kelly
- K Jane?ek
- L Breiman
- L C G Rogers
- L C G Rogers
- L C Maclean
- M Akian
- M Bichuch
- M H A Davis
- M J P Magill
- M Rosenbaum
- M Taksar
- N Barberis
- P Dupuis
- P Guasoni
- P H Algoet
- R Hynd
- R Korn
- R Korn
- R M Bell
- S E Shreve
- S Gerhold
- S Gerhold
- S Gerhold
- S L Heston
- T Andersen
- T Bielecki
- T Goll
- T S Kim
- W Fleming
- Y Melnyk
- Yaroslav Melnyk
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Investing with Liquid and Illiquid Assets
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Portfolio Choice with Small Temporary and Transient Price Impact
- Author
- A A Obizhaeva
- A Alfonsi
- A Altarovici
- A E Whalley
- A Lemma
- A Ran
- A Roch
- A Schied
- B Bouchard
- B Dumas
- D Bertsimas
- D Possama�?possama�?
- G Barles
- H Liu
- H M Soner
- I Ekren
- I Ekren
- Ibrahim Ekren
- J
- J Cai
- J Cai
- J De Lataillade
- J Gatheral
- J Kallsen
- J Kallsen
- J Kallsen
- J Kallsen
- J Klamka
- J Muhle-Karbe
- J R Silvester
- J.-P Bouchaud
- J.-P Bouchaud
- Johannes Muhle-Karbe
- K Jane?ek
- L Moreau
- M Bichuch
- M Crandall
- M Herdegen
- M R Feodoria
- N Garleanu
- N Garleanu
- O Gu�ant
- P Bank
- P Bank
- P Collin-Dufresne
- P Guasoni
- P Guasoni
- P Guasoni
- P Guasoni
- P Guasoni
- R F Almgren
- R F Almgren
- R Grinold
- R Korn
- R Martin
- R Martin
- S E Shreve
- S Gerhold
- S Predoiu
- W H Fleming
- Y Melnyk
- � A Cartea
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
The effect of a non-informative cueing signal in a three-choice reaction-time task
- Author
- A. Lambert
- A.-M. Bonnel
- C. J. Downing
- C. Umiltà
- C.-A. Possamaï
- C.-A. Possamaï
- C.-A. Possamaï
- C.-A. Possamaï
- Camille-Aim� Possama�
- D. Broadbent
- D. Holender
- E. A. Maylor
- G. Berlucchi
- G. Tassinari
- G. Tassinari
- H. J. Müller
- H. J. Müller
- J.-M. Hoc
- M. E. Goldberg
- M. I. Posner
- M. I. Posner
- M. I. Posner
- P. Bertelson
- P. M. A. Rabbitt
- P. Niemi
- S. Kornblum
- S. Kornblum
- S. Kornblum
- S. P. Tipper
- T. Hasbroucq
- W. T. Neill
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1992
- Field of study
Hedging with Small Uncertainty Aversion
- Author
- A ?ern�
- A Cox
- A Friedman
- A Galichon
- A Neufeld
- A Whalley
- B Acciaio
- B Bouchard
- B Dumas
- B Dupire
- C Dellacherie
- D Bertsimas
- D Hobson
- D Hobson
- D Hobson
- D Possama�
- D Stroock
- F Maccheroni
- F Seifried
- F Stebegg
- Frank Thomas Seifried
- H Ahn
- H Brown
- H F�llmer
- I Gilboa
- I Karatzas
- J
- J Kallsen
- J Kallsen
- J.-P Fouque
- Johannes Muhle-Karbe
- L C G Rogers
- L Denis
- L Hansen
- L Moreau
- M Avellaneda
- M Avellaneda
- M Avellaneda
- M Avellaneda
- M Beiglb�ck
- M Davis
- M Nutz
- N El Karoui
- O Kallenberg
- P Maenhout
- P Mykland
- R Cont
- R Frey
- Robustness
- S Biagini
- S Herrmann
- Sebastian Herrmann
- T Hayashi
- T Lyons
- T Pham
- W Fleming
- W Fleming
- Y Dolinsky
- Z Hou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study