Fingerprint Dive into the research topics where Finance and Risk Engineering is active. These topic labels come from the works of this organization's members. Together they form a unique fingerprint.

  • Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    Profiles

    No photo of Andrew Papanicolaou

    Andrew Papanicolaou

    Person: Tenured/tenure track faculty

    20102019
    No photo of Charles Tapiero

    Charles Tapiero

    Person: Tenured/tenure track faculty

    19712018

    Research Output

    Backward SDEs for control with partial information

    Papanicolaou, A., Jan 1 2019, In : Mathematical Finance. 29, 1, p. 208-248 41 p.

    Research output: Contribution to journalArticle

  • PRice impact of large orders using hawkesa processes

    Amaral, L. R. & Papanicolaou, A., Apr 1 2019, In : ANZIAM Journal. 61, 2, p. 161-194 34 p.

    Research output: Contribution to journalArticle

  • Singular perturbation expansion for utility maximization with orderз- Quadratic transaction costs

    Chandra, S. & Papanicolaou, A., Jan 1 2019, (Accepted/In press) In : International Journal of Theoretical and Applied Finance. 1950039.

    Research output: Contribution to journalArticle