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Results: 1-7 |
Results: 7
Generalized Neyman-Pearson lemma via convex duality
Authors: Cvitanic, J Karatzas, I
Citation: J. Cvitanic et I. Karatzas, Generalized Neyman-Pearson lemma via convex duality, BERNOULLI, 7(1), 2001, pp. 79-97
The catalytic effects of EC RTD evaluation activities on trans-European co-operation
Authors: Karatzas, I Fayl, G
Citation: I. Karatzas et G. Fayl, The catalytic effects of EC RTD evaluation activities on trans-European co-operation, RES EVALUAT, 9(3), 2000, pp. 211-215
Utility maximization with discretionary stopping
Authors: Karatzas, I Wang, H
Citation: I. Karatzas et H. Wang, Utility maximization with discretionary stopping, SIAM J CON, 39(1), 2000, pp. 306-329
A strategic market game with active bankruptcy
Authors: Geanakoplos, J Karatzas, I Shubik, M Sudderth, W
Citation: J. Geanakoplos et al., A strategic market game with active bankruptcy, J MATH ECON, 34(3), 2000, pp. 359-396
A barrier option of American type
Authors: Karatzas, I Wang, H
Citation: I. Karatzas et H. Wang, A barrier option of American type, APPL MATH O, 42(3), 2000, pp. 259-279
Control and stopping of a diffusion process on an interval
Authors: Karatzas, I Sudderth, WD
Citation: I. Karatzas et Wd. Sudderth, Control and stopping of a diffusion process on an interval, ANN APPL PR, 9(1), 1999, pp. 188-196
Backward stochastic differential equations with constraints on the gains-process
Authors: Cvitanic, J Karatzas, I Soner, HM
Citation: J. Cvitanic et al., Backward stochastic differential equations with constraints on the gains-process, ANN PROBAB, 26(4), 1998, pp. 1522-1551
Risultati: 1-7 |