Nicholas Westray

Publication Activity (10 Years)

Years Active: 2011-2013
Publications (10 Years): 0

Top Topics

Utility Maximization

Top Venues

SIAM J. Financial Math.

Publications

Markus Mocha, Nicholas Westray
The Stability of the Constrained Utility Maximization Problem: A BSDE Approach. SIAM J. Financial Math. 4 (1) (2013)
Nicholas Westray, Harry Zheng
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization. Finance Stochastics 15 (3) (2011)