The following pages link to James A. Primbs (Q184783):
Displayed 27 items.
- (Q215202) (redirect page) (← links)
- (Q848735) (redirect page) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Feasibility and stability of constrained finite receding horizon control (Q1571078) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- A new approach to stability analysis for constrained finite receding horizon control without end constraints (Q2730196) (← links)
- A framework for robustness analysis of constrained finite receding horizon control (Q2730249) (← links)
- (Q2779364) (← links)
- (Q2832143) (← links)
- On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller (Q2980633) (← links)
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- A receding horizon generalization of pointwise min-norm controllers (Q4507141) (← links)
- Kuhn-Tucker-based stability conditions for systems with saturation (Q4540227) (← links)
- A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers (Q4562294) (← links)
- Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise (Q4974452) (← links)
- On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model (Q5034081) (← links)
- A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC (Q5352753) (← links)
- The analysis of optimization based controllers (Q5935487) (← links)
- Comparison of nonlinear control design techniques on a model of the Caltech ducted fan (Q5949061) (← links)