A. Papanicolaou

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 2

Top Topics

Contingency Tables

Partial Information

Expert Opinions

Generalization Bounds

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

A. Papanicolaou
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options. SIAM J. Financial Math. 9 (2) (2018)
Jean-Pierre Fouque, A. Papanicolaou, Ronnie Sircar
Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions. SIAM J. Control. Optim. 55 (3) (2017)