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An Equilibrium Model for the Cross Section of Liquidity Premia

Mathematics of Operations Research, 2023
Chen Yang   +2 more
exaly  

A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading

Mathematics of Operations Research, 2022
Tiziano De Angelis, Katia Colaneri
exaly  

Can gold be a safe haven during the COVID-19 pandemic? A quantile causality analysis

Journal of Statistics and Management Systems, 2021
Kuan-Min Wang
exaly  

Venttsel Boundary Value Problems with Discontinuous Data

SIAM Journal on Mathematical Analysis, 2021
Alexander Nazarov   +2 more
exaly  

Dynamic programming for semi-Markov modulated SDEs

Optimization, 2022
Nuno Azevedo, Diogo Pinheiro
exaly  

Communications in Statistics - Theory and Methods

Communications in Statistics - Theory and Methods, 2022
Xingchun Peng, Fenge Chen
exaly  

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