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Bahman Angoshtari

Orcid: 0000-0003-1415-4062

According to our database1, Bahman Angoshtari authored at least 4 papers between 2019 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

On csauthors.net:

Bibliography

2023
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., June, 2023

2022
Optimal Investment and Consumption under a Habit-Formation Constraint.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., 2022

2020
Predictable Forward Performance Processes: The Binomial Case.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Thaleia Zariphopoulou
,
Xun Yu Zhou
SIAM J. Control. Optim., 2020

2019
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates.
[BibTeX]
[DOI]
Bahman Angoshtari
,
Erhan Bayraktar
,
Virginia R. Young
SIAM J. Financial Math., 2019


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