lehalle's stochastic-control [8 articles] Export

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	Some Aspects of the Optimal Control of Distributed Parameter Systems (CBMS-NSF Regional Conference Series in Applied Mathematics) [My Copy] (01 January 1987) by J. L. Lions posted to stochastic-control stochastic-calculus control by lehalle on 2009-11-21 13:23:16 as
	Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics) [My Copy] (09 October 2003) by B. Lapeyre, E. Pardoux, R. Sentis posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:33 as
	Probabilistic numerical methods for partial differential equations: Elements of analysis [My Copy] Probabilistic Models for Nonlinear Partial Differential Equations (1996), pp. 148-196. by Denis Talay posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:04 as
	Dynamic Mean-Variance Asset Allocation [My Copy] Social Science Research Network Working Paper Series (27 February 2007) by Suleyman Basak, Georgy Chabakauri posted to portfolio stochastic-control trading by lehalle on 2009-01-17 13:59:51 as
	Rigorous optimisation of intra day trading [My Copy] Wilmott Magazine (November 2008) by Charle-Albert Lehalle posted to trading stochastic-control statistics ny-quant-finance-seminar finance by lehalle on 2008-08-11 07:32:51 as
	Statistics of Random Processes II [My Copy] (12 December 2000) by Robert S. Liptser, Albert N. Shiryaev posted to statistics stochastic-calculus stochastic-control by lehalle on 2008-07-31 13:16:34 as along with 2 people hgfernan gtdj
	Singular Stochastic Control in Optimal Investment and Hedging in the Presence of Transaction Costs [My Copy] IMS Lecture Notes – Monograph Series In Probability, Statistics and their Applications: Papers in Honor of Rabi Bhattacharya, Vol. 41 (2006), pp. 209-227. by Tze L. Lai, Tiong W. Lim edited by K. Athreya, M. Majumdar, M. Puri, E. Waymire posted to finance hedge statistics stochastic-control by lehalle on 2008-07-24 08:17:13 as
	Bayesian adaptive trading with a daily cycle [My Copy] Journal of Trading (2006) by Robert Almgren, Julian Lorenz posted to stochastic-control quantitative-trading optimal-trading ny-quant-finance-seminar finance by lehalle on 2008-06-15 15:21:22 as

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finance	161
statistics	138
stochastic-calculus	58
microstructure	36
trading	35
ref	29
control	27
optimization	22
statistical-learning	20
marketing	19
concurrence	19
probability	17
portfolio	15
market-impact	15
volatility	14
high-frequency	13
ny-quant-finance-seminar	13
stochastic-algorithm	13
optimal-trading	12
mathematics	9
stochastic-control	8
em-algorithm	8
algo-trading	7
arbitrage	6
econometry	6
hedge	6
mathematical-statistics	5
estimation	5
ann	5
quantitative-trading	5
funds	4
correlations	4
programming	4
omega	4
market-model	4
ratio	4
monitoring	4
order-book	4
volumes	4
kernel	4
algorithm	3
credit	3
tca	3
dimension-reduction	3
market-making	3
science	3
cds	3
computer-science	3
bayesian-statistics	3
innovation	2
censored-statistics	2
jump	2
ensae	2
valuation	2
pde	2
compression	2
random-matrix	2
cours	2
diagnosis	2
economy	2
dynamical-systems	2
pricing	2
hypothesis-testing	2
large-deviations	2
copula	2
rules	2
distribution	2
risk	2
fractal	2
problem-solving	2
legal	2
yield	1
fun	1
wavelets	1
variance	1
evolution	1
tex	1
brownian-motion	1
semidefinite-programming	1
estimator	1
student	1
riccati	1
automotive	1
akaike	1
game-theory	1
noise	1
optimal-control	1
logic	1
aerospace	1
matlab	1
value	1
options_pricing	1
detection	1
publications	1
basket	1
genetical-algorithm	1
timeseries	1
measure	1
multiscale-analysis	1
complexity	1
data-visualization	1
density	1
benford	1
capm	1
at	1
portfolio_optimization	1
risk-neutral	1
vibrations	1
simulation	1
credit_default_swap	1
dynamic-programming	1
functional-programming	1
threshold-crossing	1
robbins-monro	1
performance	1
markov_chain	1
smart-order-routing	1
derivatives	1
spectral-decomposition	1
simple	1
covariance	1
interest-rate	1
numerical-computations	1
combinatorial-geometry	1
signale-processing	1

lehalle's stochastic-control [8 articles] Export

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