Andrew Ahn

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 4

Top Topics

Social Interaction

Linear Programming

Diffusion Processes

Optimal Pricing

Top Venues

Comb. Probab. Comput.

SIAM J. Financial Math.

INFORMS J. Comput.

Publications

Zhao Kaiya, Michelangelo Naim, Jovana Kondic, Manuel Cortes, Jiaxin Ge, Shuying Luo, Guangyu Robert Yang, Andrew Ahn
Lyfe Agents: Generative agents for low-cost real-time social interactions. CoRR (2023)
Gopal Goel, Andrew Ahn
Discrete derivative asymptotics of the β-Hermite eigenvalues. Comb. Probab. Comput. 28 (5) (2019)
Andrew Ahn, Martin B. Haugh, Ashish Jain
Consistent Pricing of Options on Leveraged ETFs. SIAM J. Financial Math. 6 (1) (2015)
Andrew Ahn, Martin B. Haugh
Linear Programming and the Control of Diffusion Processes. INFORMS J. Comput. 27 (4) (2015)