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Andrew Papanicolaou

Assistant Professor

    20102019

    Research output per year

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    Research Output

    Backward SDEs for control with partial information

    Papanicolaou, A., Jan 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

  • Extreme-strike comparisons and structural bounds for SPX and VIX options

    Papanicolaou, A., 2018, In : SIAM Journal on Financial Mathematics. 9, 2, p. 401-434 34 p.

    Research output: Contribution to journalArticle