The following pages link to Eyal Neuman (Q287673):
Displaying 24 items.
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients (Q491913) (← links)
- On the maximal displacement of subcritical branching random walks (Q525107) (← links)
- The multifractal nature of Volterra-Lévy processes (Q740198) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise (Q1621438) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (Q1990028) (← links)
- On the maximal displacement of near-critical branching random walks (Q2032426) (← links)
- Scaling properties of a moving polymer (Q2108889) (← links)
- The multiplicative chaos of \(H=0\) fractional Brownian fields (Q2170373) (← links)
- Hitting probabilities of a Brownian flow with radial drift (Q2179593) (← links)
- On uniqueness and blowup properties for a class of second order SDEs (Q2411863) (← links)
- Sample Path Properties of Volterra Processes (Q2787529) (← links)
- Price impact on term structure (Q5068079) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Monte Carlo for Estimating Exponential Convolution (Q5860268) (← links)
- Protecting pegged currency markets from speculative investors (Q6078604) (← links)
- Trading with the crowd (Q6146670) (← links)
- The effective radius of self repelling elastic manifolds (Q6180389) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)
- The Mercer-Young Theorem for Matrix-Valued Kernels on Separable Metric Spaces (Q6527947) (← links)
- Fluid-Limits of Fragmented Limit-Order Markets (Q6735306) (← links)
- Stochastic Graphon Games with Memory (Q6752658) (← links)
