Browsing by Author Shkolnikov, Mykhaylo
Showing results 1 to 2 of 2
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 2016 | Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations | Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia |
| Jun-2015 | Multidimensional sticky Brownian motions as limits of exclusion processes | Rácz, Miklós Z; Shkolnikov, Mykhaylo |