Kelly T. Au

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Person:1315431



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Markovian spot rate dynamics with stochastic volatility structures
Applied Mathematical Finance
2021-06-18Paper
A new class of duration measures
Economics Letters
1997-02-27Paper
A primal-dual approach to inexact subgradient methods
Mathematical Programming. Series A. Series B
1996-08-01Paper
Inexact subgradient methods with applications in stochastic programming
Mathematical Programming. Series A. Series B
1994-03-10Paper


Research outcomes over time


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