Steven E. Shreve

According to our database, Steven E. Shreve authored at least 15 papers between 1979 and 2013.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2013

Utility Maximization Trading Two Futures with Transaction Costs.

Maxim Bichuch, Steven E. Shreve

SIAM J. Financial Math., 2013

2011

Optimal Execution in a General One-Sided Limit-Order Book.

Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve

SIAM J. Financial Math., 2011

2006

A Two-Person Game for Pricing Convertible Bonds.

Mihai Sîrbu, Steven E. Shreve

SIAM J. Control. Optim., 2006

2005

Satisfying convex risk limits by trading.

Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü

Finance Stochastics, 2005

2004

Perpetual Convertible Bonds.

Mihai Sîrbu, Igor Pikovsky, Steven E. Shreve

SIAM J. Control. Optim., 2004

Asymptotic analysis for optimal investment and consumption with transaction costs.

Karel Janecek, Steven E. Shreve

Finance Stochastics, 2004

Editorial.

Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve

Finance Stochastics, 2004

2003

Second order approximation for the customer time in queue distribution under the FIFO service discipline.

Lukasz Kruk, John P. Lehoczky, Steven E. Shreve

Ann. UMCS Informatica, 2003

2002

Valuation of exotic options under shortselling constraints.

Uwe Schmock, Steven E. Shreve, Uwe Wystup

Finance Stochastics, 2002

2001

Editorial.

Albert N. Shiryaev, Steven E. Shreve, Dieter Sondermann

Finance Stochastics, 2001

2000

Options on a traded account: Vacation calls, vacation puts and passport options.

Steven E. Shreve, Jan Vecer

Finance Stochastics, 2000

1990

Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model.

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve

Math. Oper. Res., 1990

1986

Explicit Solution of a General Consumption/Investment Problem.

Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve

Math. Oper. Res., 1986

1983

Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy.

John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve

Math. Oper. Res., 1983

1979

Universally Measurable Policies in Dynamic Programming.

Steven E. Shreve, Dimitri P. Bertsekas

Math. Oper. Res., 1979