Martin B. Haugh

Available identifiers

Publication	Date of Publication	Type
Play Like the Pros? Solving the Game of Darts as a Dynamic Zero-Sum Game	2022-12-01	Paper
Wasserstein Logistic Regression with Mixed Features	2022-05-26	Paper
Scenario analysis for derivative portfolios via dynamic factor models	2021-06-02	Paper
Information Relaxation Bounds for Partially Observed Markov Decision Processes	2020-10-07	Paper
Asset allocation and derivatives	2019-01-14	Paper
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes	2017-12-15	Paper
Tax-Aware Dynamic Asset Allocation	2016-10-31	Paper
Linear Programming and the Control of Diffusion Processes	2016-04-25	Paper
Consistent Pricing of Options on Leveraged ETFs	2015-08-28	Paper
Dynamic Portfolio Execution and Information Relaxations	2015-01-20	Paper
Linear-quadratic control and information relaxations	2013-03-05	Paper
Erratum to ``A unified approach to multiple stopping and duality	2012-11-08	Paper
A unified approach to multiple stopping and duality	2012-09-18	Paper
A note on constant proportion trading strategies	2011-08-19	Paper
The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies	2011-04-29	Paper
Supply Contracts with Financial Hedging	2010-03-06	Paper
Evaluating Portfolio Policies: A Duality Approach	2009-08-13	Paper
Pricing American Options: A Duality Approach	2009-07-10	Paper
Optimal Control and Hedging of Operations in the Presence of Financial Markets	2008-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3839776	1999-05-27	Paper

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