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Problems with Monte Carlo simulation in the pricing of contingent claims., и . CIFEr, стр. 114-119. IEEE, (1996)Optimal Risk Taking with Flexible Income., , и . Manag. Sci., 53 (10): 1594-1603 (2007)Equilibrium asset prices and exchange rates. Journal of Economic Dynamics and Control, 19 (4): 787--811 (мая 1995)Mapping the "Valley of Death": Managing Selection and Technology Advancement in NASA's Small Business Innovation Research Program., , , , и . IEEE Trans. Engineering Management, 68 (5): 1476-1485 (2021)Optimal risk-sharing with effort and project choice., , и . J. Econ. Theory, 133 (1): 403-440 (2007)Effects of financial innovations on market volatility when beliefs are heterogeneous. Journal of Economic Dynamics and Control, 22 (4): 597--626 (апреля 1998)Problems in financial engineering: optimal active management fees., , и . WSC, стр. 1555-1559. WSC, (2002)Introduction to the economics and mathematics of financial markets, и . MIT Press, Cambridge, Mass. u.a., (2004)Exchange rate intervention with options, и . Journal of International Money and Finance, 22 (2): 289--306 (апреля 2003)Monte Carlo computation of optimal portfolios in complete markets, , и . Journal of Economic Dynamics and Control, 27 (6): 971--986 (апреля 2003)