Следене
Kim Weston
Kim Weston
Assistant Professor, Rutgers
Потвърден имейл адрес: rutgers.edu - Начална страница
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Позовавания
Позовавания
Година
Existence of a Radner equilibrium in a model with transaction costs
K Weston
https://arxiv.org/abs/1702.01706, 2017
192017
An incomplete equilibrium with a stochastic annuity
K Weston, G Žitković
Finance and Stochastics 24 (2), 359-382, 2020
132020
Muckenhoupt's condition and the existence of the optimal martingale measure
D Kramkov, K Weston
http://arxiv.org/abs/1507.05865, 2015
122015
Price impact equilibrium with transaction costs and TWAP trading
E Noh, K Weston
Mathematics and Financial Economics 16 (1), 187-204, 2022
62022
Stability of utility maximization in nonequivalent markets
K Weston
Finance and Stochastics 20, 511-541, 2016
62016
Existence of an equilibrium with limited participation
K Weston
Finance and Stochastics, 1-33, 2024
22024
Endogenous noise trackers in a radner equilibrium
JH Choi, K Weston
SIAM Journal on Financial Mathematics 13 (4), 1326-1343, 2022
22022
A multi-agent targeted trading equilibrium with transaction costs
JH Choi, J Duraj, K Weston
SIAM Journal on Financial Mathematics 15 (1), 161-193, 2024
2024
Price impact equilibrium with transaction costs and TWAP trading
K Weston, E Noh
2021 Joint Mathematics Meetings (JMM), 0
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Статии 1–9