Eyal Neuman

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Trading with the crowd	2024-01-31	Paper
Closed‐loop Nash competition for liquidity	2024-01-31	Paper
The effective radius of self repelling elastic manifolds	2024-01-19	Paper
Protecting pegged currency markets from speculative investors	2023-09-28	Paper
The radius of a self-repelling star polymer	2023-06-02	Paper
Statistical Learning with Sublinear Regret of Propagator Models	2023-01-12	Paper
Scaling properties of a moving polymer	2022-12-20	Paper
Optimal Liquidation with Signals: the General Propagator Case	2022-11-01	Paper
The multiplicative chaos of \(H=0\) fractional Brownian fields	2022-09-05	Paper
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact	2022-05-31	Paper
Price impact on term structure	2022-04-05	Paper
Self-Repelling Elastic Manifolds with Low Dimensional Range	2022-02-28	Paper
Monte Carlo for Estimating Exponential Convolution	2021-11-19	Paper
On the maximal displacement of near-critical branching random walks	2021-06-11	Paper
A central bank strategy for defending a currency peg	2021-01-06	Paper
Hitting probabilities of a Brownian flow with radial drift	2020-05-13	Paper
An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation	2019-09-12	Paper
Incorporating signals into optimal trading	2019-04-24	Paper
Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise	2018-11-08	Paper
Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint	2018-10-24	Paper
On uniqueness and blowup properties for a class of second order SDEs	2017-10-25	Paper
On the maximal displacement of subcritical branching random walks	2017-04-28	Paper
Optimal portfolio liquidation in target zone models and catalytic superprocesses	2016-05-23	Paper
Sample Path Properties of Volterra Processes	2016-03-04	Paper
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients	2015-08-19	Paper
The multifractal nature of Volterra-Lévy processes	2014-09-02	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Eyal Neuman