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Costanzino, Nick - Department of Mathematics, Pennsylvania State University
SYMMETRIC SOLUTIONS TO MULTI-DIMENSIONAL CONSERVATION LAWS
What is the problem Risk-free rate puzzle
Constructing discrete approximations algorithms for financial calculus from weak convergence results
MATHEMATICAL FINANCE II Course Syllabus
On option pricing under Levy copula processes -analytical and numerical aspects
Introduction Degenerate Processes and Elliptic/Parabolic PDEs in Finance
On Securitization and Equilibrium Risk Transfer Traian A Pirvu
Model Setup Price manipulation Exponential decay Power-law decay Market impact Very large size Conclusion No Price Manipulation and Market Impact
Liquidity and Information in Order Driven Markets
*Corresponding author. Tel.: #1-604-291-5924; fax: #1-604-291-3592.
APPROXIMATE SOLUTIONS TO SECOND ORDER PARABOLIC EQUATIONS I: ANALYTIC ESTIMATES
Existence and Stability of Nonlinear Wave Structures in One and Several Space Dimensions
MATHEMATICAL FINANCE COURSE SYLLABUS NICOLA COSTANZINO
Introduction The estimation procedure
