Olaf Menkens

According to our database1, Olaf Menkens authored at least 3 papers between 2005 and 2015.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2015
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs.
SIAM J. Control and Optimization, 2015

2011
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.
Math. Meth. of OR, 2011

2005
Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach.
Math. Meth. of OR, 2005


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