The following pages link to Scott Robertson (Q453247):
Displaying 22 items.
- Robust maximization of asymptotic growth (Q453248) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Optimal importance sampling with explicit formulas in continuous time (Q928493) (← links)
- Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation (Q2168144) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
- The pricing of contingent claims and optimal positions in asymptotically complete markets (Q2403142) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Sample path large deviations and optimal importance sampling for stochastic volatility models (Q2654160) (← links)
- Large time behavior of solutions to semilinear equations with quadratic growth in the gradient (Q2810056) (← links)
- STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- Dynamic Noisy Rational Expectations Equilibrium With Insider Information (Q4992201) (← links)
- Optimal investment and pricing in the presence of defaults (Q5109977) (← links)
- Analytical theory of Hawking radiation in dispersive media (Q5137642) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Equilibrium with Heterogeneous Information Flows (Q6509489) (← links)
- Mortgage contracts and underwater default (Q6542561) (← links)
- Dynamic equilibrium with insider information and general uninformed agent utility (Q6667577) (← links)
