Pascal I. Tomecek

Publication Activity (10 Years)

Years Active: 2008-2011
Publications (10 Years): 0

Publications

Xin Guo, Philip M. Kaminsky, Pascal I. Tomecek, M. Yuen
Optimal spot market inventory strategies in the presence of cost and price risk. Math. Methods Oper. Res. 73 (1) (2011)
Xiaowei Ding, Kay Giesecke, Pascal I. Tomecek
Time-Changed Birth Processes and Multiname Credit Derivatives. Oper. Res. 57 (4) (2009)
Xin Guo, Pascal I. Tomecek
A Class of Singular Control Problems and the Smooth Fit Principle. SIAM J. Control. Optim. 47 (6) (2009)
Xin Guo, Pascal I. Tomecek
Connecting singular control with optimal switching. CDC (2008)
Xin Guo, Pascal I. Tomecek
Connections between Singular Control and Optimal Switching. SIAM J. Control. Optim. 47 (1) (2008)