Steven E. Shreve

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2022 J jnl
Escrow and Clawback.
SIAM J. Financial Math.
Steven E. Shreve, Jing Wang
2013 J jnl
Utility Maximization Trading Two Futures with Transaction Costs.
SIAM J. Financial Math.
Maxim Bichuch, Steven E. Shreve
2011 J jnl
Optimal Execution in a General One-Sided Limit-Order Book.
SIAM J. Financial Math.
Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve
2006 J jnl
A Two-Person Game for Pricing Convertible Bonds.
SIAM J. Control. Optim.
Mihai Sîrbu, Steven E. Shreve
2005 J jnl
Satisfying convex risk limits by trading.
Finance Stochastics
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü
2004 J jnl
Asymptotic analysis for optimal investment and consumption with transaction costs.
Finance Stochastics
Karel Janecek, Steven E. Shreve
2004 J jnl
Editorial.
Finance Stochastics
Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve
2004 J jnl
Perpetual Convertible Bonds.
SIAM J. Control. Optim.
Mihai Sîrbu, Igor Pikovsky, Steven E. Shreve
2003 J jnl
Second order approximation for the customer time in queue distribution under the FIFO service discipline.
Ann. UMCS Informatica
Lukasz Kruk, John P. Lehoczky, Steven E. Shreve
2002 J jnl
Valuation of exotic options under shortselling constraints.
Finance Stochastics
Uwe Schmock, Steven E. Shreve, Uwe Wystup
2001 J jnl
Editorial.
Finance Stochastics
Albert N. Shiryaev, Steven E. Shreve, Dieter Sondermann
2000 J jnl
Options on a traded account: Vacation calls, vacation puts and passport options.
Finance Stochastics
Steven E. Shreve, Jan Vecer
1990 J jnl
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model.
Math. Oper. Res.
Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve
1986 J jnl
Explicit Solution of a General Consumption/Investment Problem.
Math. Oper. Res.
Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
1983 J jnl
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy.
Math. Oper. Res.
John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
1979 J jnl
Universally Measurable Policies in Dynamic Programming.
Math. Oper. Res.
Steven E. Shreve, Dimitri P. Bertsekas