Mark P. Owen

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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
Multivariate utility maximization with proportional transaction costs
Finance and Stochastics
2014-12-17Paper
Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets
Positivity
2009-03-27Paper
OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING
Mathematical Finance
2009-03-06Paper
On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs
Journal of Applied Probability
2008-03-07Paper
On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs
Journal of Applied Probability
2008-03-07Paper
Utility based optimal hedging in incomplete markets.
The Annals of Applied Probability
2003-05-06Paper
scientific article; zbMATH DE number 1743864 (Why is no real title available?)
(available as arXiv preprint)
2002-05-22Paper
Nodal sets for ground states of Schrödinger operators with zero magnetic field in non simply connected domains
Communications in Mathematical Physics
2000-02-17Paper
The Hardy–Rellich inequality for polyharmonic operators
Proceedings of the Royal Society of Edinburgh: Section A Mathematics
1999-12-02Paper
Asymptotic First Eigenvalue Estimates for the Biharmonic Operator on a Rectangle
(available as arXiv preprint)
1998-01-01Paper
Asymptotic first eigenvalue estimates for the biharmonic operator on a rectangle
Journal of Differential Equations
1997-11-17Paper


Research outcomes over time


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