Michael Monoyios
- Optimal investment with inside information and parameter uncertainty
2009/11/16 by Albina Danilova, Danilova, Albina, Michael Monoyios +3 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Market Dynamics and Volatility
- Malliavin calculus method for asymptotic expansion of dual control\n problems
2012/09/28 by Michael Monoyios, Monoyios, Michael · 1 citation
Economics, Econometrics and Finance · #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