Levon Avanesyan

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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
Power Mixture Forward Performance Processes
SIAM Journal on Financial Mathematics
2022-08-22Paper
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Finance and Stochastics
2020-11-11Paper


Research outcomes over time


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