Zehra Eksi

Available identifiers

zbMath Open eksi.zehraMaRDI QIDQ684139

List of research outcomes

Publication	Date of Publication	Type
Optimal convergence trading with unobservable pricing errors	2021-11-08	Paper
Optimal liquidation under partial information with price impact	2020-04-07	Paper
Portfolio optimization for a large investor controlling market sentiment under partial information	2019-07-10	Paper
Pairs trading under drift uncertainty and risk penalization	2018-11-23	Paper
Portfolio optimization for a large investor under partial information and price impact	2018-02-09	Paper
EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies	2018-01-11	Paper
Pricing and hedging of inflation-indexed bonds in an affine framework	2015-06-17	Paper

Research outcomes over time

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