Следене
Eunjung Noh
Eunjung Noh
Rollins College
Потвърден имейл адрес: rollins.edu - Начална страница
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Позовавания
Позовавания
Година
An optimal portfolio model with stochastic volatility and stochastic interest rate
EJ Noh, JH Kim
Journal of Mathematical Analysis and Applications 375 (2), 510-522, 2011
742011
Price impact equilibrium with transaction costs and TWAP trading
E Noh, K Weston
Mathematics and Financial Economics, 2021
62021
A unified approach to informed trading via Monge-Kantorovich duality
R Chhaibi, I Ekren, E Noh, L Vy
arXiv preprint arXiv:2210.17384, 2022
12022
Equilibrium Model of Limit Order Books: A Mean-Field Game View
J Ma, E Noh
Stochastic Analysis, Filtering, and Stochastic Optimization, 381-410, 2022
12022
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