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Sîrbu, Mihai - Department of Mathematics, University of Texas at Austin
Asymptotic analysis of utility-based prices and hedging strategies for utilities defined on the
Optimal investment with high-watermark performance fee Karel Janecek
Finance Stoch (2009) 13: 4977 DOI 10.1007/s00780-008-0072-x
Differential and Integral Equations Volume 15, Number 1, January 2002, Pages 115128 FEEDBACK NULL CONTROLLABILITY OF THE
Nonlinear Funct. Anal. & Appl., Vol. 7, No. 00 (2002), pp. 6983 INFINITE TIME HORIZON OPTIMAL CONTROL
Systems & Control Letters 44 (2001) 385394 www.elsevier.com/locate/sysconle
Theory of Probability II: Test 1 Page: 1 of 2 The University of Texas at Austin
A RICCATI EQUATION APPROACH TO THE NULL CONTROLLABILITY OF LINEAR SYSTEMS
Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case
A note on admissibility when the credit line is infinite Sara Biagini
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Theory of Probability II: Test 1 Page: 1 of 2 The University of Texas at Austin
Lecture 7: B 1 of 6 Course: M362K Stochastic Processes I
Lecture 5: G 1 of 6 Course: M362K Stochastic Processes I
Lecture 12: Absorption and reward 1 of 6 Course: M362K Stochastic Processes I
Lecture 1: P I 1 of 9 Course: M362K Stochastic Processes I
Lecture 8: C 1 of 10 Course: M362K Stochastic Processes I
Lecture 3: S 1 of 7 Course: M362K Stochastic Processes I
Lecture 4: T S R W 1 of 4 Course: M362K Stochastic Processes I
Lecture 11: Transience and recurrence 1 of 5 Course: M362K Stochastic Processes I
Lecture 2: M 1 of 5 Course: M362K Stochastic Processes I
Lecture 9: Stochastics.m 1 of 2 Course: M362K Stochastic Processes I
Lecture 6: R -1 of 7 Course: M362K Stochastic Processes I
Lecture 12: Stationary and Limiting Distributions 1 of 7 Course: M362K Stochastic Processes I
Test: 2 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 3 University of Texas at Austin
Test: 3 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 2 University of Texas at Austin
Test: 1 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 2 University of Texas at Austin
Test: 1 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 4 University of Texas at Austin
Test: 2 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 3 University of Texas at Austin
Test: 1 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 4 University of Texas at Austin
STOCHASTIC PERRON'S METHOD AND VERIFICATION WITHOUT SMOOTHNESS USING VISCOSITY COMPARISON
Test: 2 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 2 University of Texas at Austin
Test: 3 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 4 University of Texas at Austin
Test: 3 Course: M362M -Introduction to Stochastic Processes I Page: 1 of 4 University of Texas at Austin
STOCHASTIC PERRON'S METHOD AND VERIFICATION WITHOUT SMOOTHNESS USING VISCOSITY COMPARISON
Optimal investment with high-watermark performance fee Karel Janecek
