Daniel N. Ostrov

According to our database, Daniel N. Ostrov authored at least 11 papers between 1996 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Dynamic portfolio allocation in goals-based wealth management.

Sanjiv R. Das, Daniel N. Ostrov, Anand Radhakrishnan, Deep Srivastav

Comput. Manag. Sci., 2020

2017

Optimal Strategies for Traditional versus Roth IRA/401(k) Consumption During Retirement.

James A. DiLellio, Daniel N. Ostrov

Decis. Sci., 2017

2013

Evolutionary dynamics over continuous action spaces for population games that arise from symmetric two-player games.

Daniel Friedman, Daniel N. Ostrov

J. Econ. Theory, 2013

2011

An Option to Reduce Transaction Costs.

Jonathan Goodman, Daniel N. Ostrov

SIAM J. Financial Math., 2011

2010

Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies.

Jonathan Goodman, Daniel N. Ostrov

SIAM J. Appl. Math., 2010

2008

Conspicuous consumption dynamics.

Daniel Friedman, Daniel N. Ostrov

Games Econ. Behav., 2008

2002

On the Early Exercise Boundary of the American Put Option.

Daniel N. Ostrov, Jonathan Goodman

SIAM J. Appl. Math., 2002

2001

Numerical Shape-From-Shading for Discontinuous Photographic Images.

Joseph Kain, Daniel N. Ostrov

Int. J. Comput. Vis., 2001

1999

Boundary conditions and fast algorithms for surface reconstructions from synthetic aperture radar data.

Daniel N. Ostrov

IEEE Trans. Geosci. Remote. Sens., 1999

Viscosity Solutions and Convergence of Monotone Schemes for Synthetic Aperture Radar Shape-from-Shading Equations with Discontinuous Intensities.

Daniel N. Ostrov

SIAM J. Appl. Math., 1999

1996

Continuous-valued Cellular Automata for Nonlinear Wave Equations.

Daniel N. Ostrov, Rudy Rucker

Complex Syst., 1996