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