Showing 1–12 of 12 results
/ Date/ Name
Oct 13, 2016Optimal Consumption and Investment with Fixed and Proportional Transaction CostsMay 14, 2018Discrete dividend payments in continuous timeJun 6, 2017Optimal dividend policies with random profitabilityDec 5, 2016A Primer on Portfolio Choice with Small Transaction CostsSep 26, 2019Viscosity solutions for controlled McKean--Vlasov jump-diffusionsJan 27, 2020Stochastic control of optimized certainty equivalentsMay 9, 2022Neural Optimal Stopping BoundaryJul 15, 2020Deep PQR: Solving Inverse Reinforcement Learning using Anchor ActionsNov 18, 2020Deep Empirical Risk Minimization in finance: looking into the futureDec 4, 2019A Mean Field Games Model for Cryptocurrency MiningMar 15, 2018Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS ModelMay 9, 2022Deep Stochastic Optimization in Finance