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Jetlir Duraj
Publication Activity (10 Years)
Years Active: 2020-2024
Publications (10 Years): 2
Top Topics
Transaction Costs
Portfolio Selection
Vector Valued
Stochastic Processes
Top Venues
Oper. Res. Lett.
SIAM J. Financial Math.
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Publications
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Jin Hyuk Choi
,
Jetlir Duraj
,
Kim Weston
A Multi-agent Targeted Trading Equilibrium with Transaction Costs.
SIAM J. Financial Math.
15 (1) (2024)
Jetlir Duraj
On expected utility in optimal stopping of diffusions.
Oper. Res. Lett.
48 (6) (2020)