Todor Bilarev

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Hedging with physical or cash settlement under transient multiplicative price impact
Finance and Stochastics
2024-04-02Paper
Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
Bernoulli
2019-04-30Paper
Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
Bernoulli
2019-04-30Paper
Optimal asset liquidation with multiplicative transient price impact
Applied Mathematics and Optimization
2018-12-10Paper
Approximating diffusion reflections at elastic boundaries
Electronic Communications in Probability
2018-08-23Paper
Approximating diffusion reflections at elastic boundaries
Electronic Communications in Probability
2018-08-23Paper
Optimal liquidation under stochastic liquidity
Finance and Stochastics
2018-01-16Paper
On the speed of convergence of Newton's method for complex polynomials
Mathematics of Computation
2016-03-09Paper


Research outcomes over time


This page was built for person: Todor Bilarev