The following pages link to Zehra Eksi (Q684139):
Displaying 7 items.
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
