Saul D. Jacka
According to our database1, Saul D. Jacka authored at least 3 papers between 2008 and 2019.
Legend:Book In proceedings Article PhD thesis Other
On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope.
SIAM J. Control and Optimization, 2019
Game-theoretic approach to risk-sensitive benchmarked asset management.
Risk and Decision Analysis, 2014
No arbitrage and closure results for trading cones with transaction costs.
Finance and Stochastics, 2008