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Steven E. Shreve
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2020 – today
- 2022
- [j16]Steven E. Shreve
, Jing Wang:
Escrow and Clawback. SIAM J. Financial Math. 13(3): 1191-1229 (2022)
2010 – 2019
- 2013
- [j15]Maxim Bichuch
Utility Maximization Trading Two Futures with Transaction Costs. SIAM J. Financial Math. 4(1): 26-85 (2013) - 2011
- [j14]Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve
Optimal Execution in a General One-Sided Limit-Order Book. SIAM J. Financial Math. 2(1): 183-212 (2011)
2000 – 2009
- 2006
- [j13]Mihai Sîrbu, Steven E. Shreve
A Two-Person Game for Pricing Convertible Bonds. SIAM J. Control. Optim. 45(4): 1508-1539 (2006) - 2005
- [j12]Kasper Larsen
Satisfying convex risk limits by trading. Finance Stochastics 9(2): 177-195 (2005) - 2004
- [j11]Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve:
Editorial. Finance Stochastics 8(1): 1-2 (2004) - [j10]Karel Janecek, Steven E. Shreve
Asymptotic analysis for optimal investment and consumption with transaction costs. Finance Stochastics 8(2): 181-206 (2004) - [j9]Mihai Sîrbu, Igor Pikovsky, Steven E. Shreve:
Perpetual Convertible Bonds. SIAM J. Control. Optim. 43(1): 58-85 (2004) - 2003
- [j8]Lukasz Kruk, John P. Lehoczky, Steven E. Shreve:
Second order approximation for the customer time in queue distribution under the FIFO service discipline. Ann. UMCS Informatica 1(1): 31-42 (2003) - 2002
- [j7]Uwe Schmock, Steven E. Shreve
Valuation of exotic options under shortselling constraints. Finance Stochastics 6(2): 143-172 (2002) - 2001
- [j6]Albert N. Shiryaev, Steven E. Shreve, Dieter Sondermann:
Editorial. Finance Stochastics 5(1): 1-2 (2001) - 2000
- [j5]Steven E. Shreve, Jan Vecer
Options on a traded account: Vacation calls, vacation puts and passport options. Finance Stochastics 4(3): 255-274 (2000)
1990 – 1999
- 1990
- [j4]Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. Math. Oper. Res. 15(1): 80-128 (1990)
1980 – 1989
- 1986
- [j3]Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
Explicit Solution of a General Consumption/Investment Problem. Math. Oper. Res. 11(2): 261-294 (1986) - 1983
- [j2]John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy. Math. Oper. Res. 8(4): 613-636 (1983)
1970 – 1979
- 1979
- [j1]Steven E. Shreve, Dimitri P. Bertsekas:
Universally Measurable Policies in Dynamic Programming. Math. Oper. Res. 4(1): 15-30 (1979)
Coauthor Index
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