The following pages link to Steven E. Shreve (Q586458):
Displaying 35 items.
- (Q363860) (redirect page) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
- Existence of optimal stationary policies in deterministic optimal control (Q754470) (← links)
- Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control (Q796903) (← links)
- Accuracy of state space collapse for earliest-deadline-first queues (Q997940) (← links)
- Stochastic optimal control. The discrete time case (Q1158123) (← links)
- A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298) (← links)
- A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577) (← links)
- Probability measures and the C-sets of Selivanovskij (Q1255248) (← links)
- (Q1336582) (redirect page) (← links)
- Optimal investment and consumption with transaction costs (Q1336583) (← links)
- A decomposition of the Brownian path (Q1820516) (← links)
- Valuation of exotic options under shortselling constraints (Q1849790) (← links)
- Multiple-input heavy-traffic real-time queues. (Q1872351) (← links)
- Real-time queues in heavy traffic with earliest-deadline-first queue discipline (Q1872459) (← links)
- Earliest-deadline-first service in heavy-traffic acyclic networks. (Q1879911) (← links)
- Stochastic calculus for finance. I: The binomial asset pricing model. (Q1883334) (← links)
- Stochastic calculus for finance. II: Continuous-time models. (Q1883335) (← links)
- Asymptotic analysis of optimal investment and consumption with transaction costs. (Q1887271) (← links)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
- Futures trading with transaction costs (Q1928878) (← links)
- An explicit formula for the Skorokhod map on \([0,a]\) (Q2456026) (← links)
- Utility Maximization Trading Two Futures with Transaction Costs (Q2873119) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy (Q3040870) (← links)
- (Q3139213) (← links)
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (Q3320264) (← links)
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (Q3343901) (← links)
- (Q3354421) (← links)
- (Q3360772) (← links)
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market (Q3360774) (← links)
- Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
- Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (Q4346053) (← links)
- A GENERAL FRAMEWORK FOR PRICING CREDIT RISK (Q4673845) (← links)
