Steven E. Shreve - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 15 from 15

2013

Utility Maximization Trading Two Futures with Transaction CostsMaxim Bichuch, Steven E. Shreve. siamfm, 4(1):26-85, 2013. [doi]

2011

Optimal Execution in a General One-Sided Limit-Order BookSilviu Predoiu, Gennady Shaikhet, Steven E. Shreve. siamfm, 2(1):183-212, 2011. [doi]

2006

A Two-Person Game for Pricing Convertible BondsMihai Sîrbu, Steven E. Shreve. siamco, 45(4):1508-1539, 2006. [doi]

2005

Satisfying convex risk limits by tradingKasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü. fs, 9(2):177-195, 2005. [doi]

2004

EditorialFreddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve. fs, 8(1):1-2, 2004. [doi]

Asymptotic analysis for optimal investment and consumption with transaction costsKarel Janecek, Steven E. Shreve. fs, 8(2):181-206, 2004. [doi]

Perpetual Convertible BondsMihai Sîrbu, Igor Pikovsky, Steven E. Shreve. siamco, 43(1):58-85, 2004. [doi]

2003

Second order approximation for the customer time in queue distribution under the FIFO service disciplineLukasz Kruk, John P. Lehoczky, Steven E. Shreve. umcs, 1(1):31-42, 2003.

2002

Valuation of exotic options under shortselling constraintsUwe Schmock, Steven E. Shreve, Uwe Wystup. fs, 6(2):143-172, 2002. [doi]

2001

EditorialAlbert N. Shiryaev, Steven E. Shreve, Dieter Sondermann. fs, 5(1):1-2, 2001. [doi]

2000

Options on a traded account: Vacation calls, vacation puts and passport optionsSteven E. Shreve, Jan Vecer. fs, 4(3):255-274, 2000. [doi]

1990

Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment ModelIoannis Karatzas, John P. Lehoczky, Steven E. Shreve. mor, 15(1):80-128, 1990. [doi]

1986

Explicit Solution of a General Consumption/Investment ProblemIoannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve. mor, 11(2):261-294, 1986. [doi]

1983

Optimal Consumption and Investment Policies Allowing Consumption Constraints and BankruptcyJohn P. Lehoczky, Suresh P. Sethi, Steven E. Shreve. mor, 8(4):613-636, 1983. [doi]

1979

Universally Measurable Policies in Dynamic ProgrammingSteven E. Shreve, Dimitri P. Bertsekas. mor, 4(1):15-30, 1979. [doi]

Sign in or sign up to see more results.

runs on WebDSL