# Olaf Menkens

According to our database

Collaborative distances:

^{1}, Olaf Menkens authored at least 3 papers between 2005 and 2015.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## 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