Theo dơi
ibrahim ekren
ibrahim ekren
University of Michigan
Email được xác minh tại umich.edu - Trang chủ
Tiêu đề
Trích dẫn bởi
Trích dẫn bởi
Năm
On viscosity solutions of path dependent PDEs
I Ekren, C Keller, N Touzi, J Zhang
2352014
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II
I Ekren, N Touzi, J Zhang
1872016
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
I Ekren, N Touzi, J Zhang
1662016
Optimal stopping under nonlinear expectation
I Ekren, N Touzi, J Zhang
Stochastic Processes and Their Applications 124 (10), 3277-3311, 2014
852014
Portfolio Choice with Small Temporary and Transient Price Impact
I Ekren, J Muhle-Karbe
Mathematical Finance 29 (4), 1066-1115, 2019
282019
On the asymptotic optimality of the comb strategy for prediction with expert advice
E Bayraktar, I Ekren, Y Zhang
The Annals of Applied Probability 30 (6), 2517-2546, 2020
272020
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs
I Ekren, J Zhang
Probability, Uncertainty and Quantitative Risk 1 (1), 1-34, 2016
262016
Finite-time 4-expert prediction problem
E Bayraktar, I Ekren, X Zhang
Communications in Partial Differential Equations 45 (7), 714-757, 2020
242020
Constrained optimal transport
I Ekren, HM Soner
Archive for Rational Mechanics and Analysis 227 (3), 929-965, 2018
242018
Liquidity in competitive dealer markets
P Bank, I Ekren, J Muhle‐Karbe
Mathematical Finance 31 (3), 827-856, 2021
222021
Existence of invariant measures for the stochastic damped Schrödinger equation
I Ekren, I Kukavica, M Ziane
Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017
202017
Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space
E Bayraktar, I Ekren, X Zhang
arXiv preprint arXiv:2309.05040, 2023
192023
Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs
I Ekren
Stochastic Processes and their Applications, 2017
192017
Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading
K Back, F Cocquemas, I Ekren, A Lioui
arXiv preprint arXiv:2006.09518, 2020
152020
Prediction against a limited adversary
E Bayraktar, I Ekren, X Zhang
The Journal of Machine Learning Research 22 (1), 3374-3406, 2021
112021
Optimal rebalancing frequencies for multidimensional portfolios
I Ekren, R Liu, J Muhle-Karbe
Mathematics and Financial Economics 12, 165-191, 2018
112018
A smooth variational principle on Wasserstein space
E Bayraktar, I Ekren, X Zhang
Proceedings of the American Mathematical Society 151 (09), 4089-4098, 2023
102023
Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact
I Ekren, S Nadtochiy
Mathematical Finance 32 (1), 172-225, 2022
102022
Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case
E Bayraktar, T Cayé, I Ekren
Mathematical Finance 31 (1), 36-108, 2021
82021
Existence of invariant measures for the stochastic damped KdV equation
I Ekren, I Kukavica, M Ziane
Indiana Univ. Math. J. 67 (3), 1221--1254, 2018
82018
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