Ibrahim Ekren

Available identifiers

zbMath Open ekren.ibrahimMaRDI QIDQ282507

List of research outcomes

Publication	Date of Publication	Type
Kyle-back models with risk aversion and non-Gaussian beliefs	2024-01-16	Paper
Liquidity in competitive dealer markets	2023-09-28	Paper
Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact	2023-09-28	Paper
Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case	2023-09-27	Paper
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space	2023-09-10	Paper
A smooth variational principle on Wasserstein space	2023-06-27	Paper
A unified approach to informed trading via Monge-Kantorovich duality	2022-10-31	Paper
Kyle's Model with Stochastic Liquidity	2022-04-23	Paper
On the asymptotic optimality of the comb strategy for prediction with expert advice	2021-11-04	Paper
Multidimensional Kyle-Back model with a risk averse informed trader	2021-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q4998975	2021-07-09	Paper
A Hörmander condition for delayed stochastic differential equations	2020-11-11	Paper
Finite-time 4-expert prediction problem	2020-11-09	Paper
Prediction against a limited adversary	2020-10-30	Paper
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs	2020-02-17	Paper
Portfolio choice with small temporary and transient price impact	2019-12-05	Paper
Finite-Time 4-Expert Prediction Problem	2019-11-21	Paper
On the asymptotic optimality of the comb strategy for prediction with expert advice	2019-02-06	Paper
Existence of invariant measures for the stochastic damped KdV equation	2018-11-02	Paper
Optimal rebalancing frequencies for multidimensional portfolios	2018-04-16	Paper
Constrained optimal transport	2018-02-28	Paper
Existence of invariant measures for the stochastic damped Schrödinger equation	2017-12-19	Paper
Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs	2017-11-09	Paper
Existence of invariant measures for some damped stochastic dispersive equations	2017-07-19	Paper
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II	2016-09-30	Paper
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.	2016-05-12	Paper
Optimal stopping under nonlinear expectation	2014-09-04	Paper
On viscosity solutions of path dependent PDEs	2014-03-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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