Saul D. Jacka

Orcid: 0000-0001-7529-1023

Affiliations:

According to our database¹, Saul D. Jacka authored at least 3 papers between 2008 and 2019.

Collaborative distances:

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PhD thesis

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2019

On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2019

2014

Game-theoretic approach to risk-sensitive benchmarked asset management.

[BibT_eX]

[DOI]

Risk Decis. Anal., 2014

2008

No arbitrage and closure results for trading cones with transaction costs.

[BibT_eX]

[DOI]

Finance Stochastics, 2008