Skip to main content

Search

Reset

Add filters:

Use filters to refine the search results.

 | 
Item hits:
Publication DateArticle TitleAuthor(s)
Jun-2015Multidimensional sticky Brownian motions as limits of exclusion processesRácz, Miklós Z; Shkolnikov, Mykhaylo
1-Jan-2015From Smile Asymptotics To Market Risk MeasuresSircar, Ronnie; Sturm, S
1-Jan-2016Portfolio optimization under local-stochastic volatility: Coefficient taylor series approximations and implied sharpe ratioLorigt, M; Sircar, Ronnie
1-Jan-2018Portfolio benchmarking under drawdown constraint and stochastic sharpe ratioAgarwal, A; Sircar, Ronnie
1-Jan-2017Basic models and questions in statistical network analysisRácz, Miklos Z; Bubeck, S
1-Jan-2014Approximating stochastic volatility by recombinant treesAkyildirim, E; Dolinsky, Y; Soner, H Mete
1-Jan-2018Optimal control for diffusions on graphsFlorescu, L; Peres, Y; Racz, Miklos Z
2016Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equationsShkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia
1-Nov-2016Coexistence in Preferential Attachment NetworksAntunović, T; Mossel, E; Rácz, Miklos Z
1-Jul-2017Braess's paradox for the spectral gap in random graphs and delocalization of eigenvectorsEldan, R; Rácz, Miklos Z; Schramm, T