Saul D. Jacka

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

Collaborative distances:
  • Dijkstra number2 of seven.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepage:

On csauthors.net:

Bibliography

2019
On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope.
SIAM J. Control and Optimization, 2019

2014
Game-theoretic approach to risk-sensitive benchmarked asset management.
Risk and Decision Analysis, 2014

2008
No arbitrage and closure results for trading cones with transaction costs.
Finance and Stochastics, 2008


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