Monoyios, Michael
- Optimal investment with inside information and parameter uncertainty
2009/11/16 by Albina Danilova, Danilova, Albina, Michael Monoyios +4 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Stochastic processes and financial applications #q-fin.PM
- Malliavin calculus method for asymptotic expansion of dual control problems
2012/09/28 by Michael Monoyios, Monoyios, Michael · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications #math.OC #math.PR #q-fin.PR #q-fin.RM