Beniamin Goldys

Publication Activity (10 Years)

Years Active: 1997-2022
Publications (10 Years): 4

Top Topics

Numerical Methods

Portfolio Selection

Top Venues

SIAM J. Control. Optim.

Publications

Beniamin Goldys, Chunxi Jiao, Kim-Ngan Le
Numerical method and Error estimate for stochastic Landau-Lifshitz-Bloch equation. CoRR (2022)
Beniamin Goldys, James Yang, Zhou Zhou
Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games. SIAM J. Control. Optim. 60 (1) (2022)
Jérôme Droniou, Beniamin Goldys, Kim-Ngan Le
Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator. CoRR (2020)
Hugh Bannister, Beniamin Goldys, Spiridon I. Penev, Wei Wu
Multiperiod mean-standard-deviation time consistent portfolio selection. Autom. 73 (2016)
Giorgio Fabbri, Beniamin Goldys
An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise. SIAM J. Control. Optim. 48 (3) (2009)
Beniamin Goldys
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal. Finance Stochastics 1 (4) (1997)