Steven E. Shreve

Publication Activity (10 Years)

Years Active: 1979-2013
Publications (10 Years): 0

Top Topics

Asymptotic Analysis

Utility Maximization

Portfolio Selection

Top Venues

SIAM J. Financial Math.

Publications

Maxim Bichuch, Steven E. Shreve
Utility Maximization Trading Two Futures with Transaction Costs. SIAM J. Financial Math. 4 (1) (2013)
Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve
Optimal Execution in a General One-Sided Limit-Order Book. SIAM J. Financial Math. 2 (1) (2011)
Mihai Sîrbu, Steven E. Shreve
A Two-Person Game for Pricing Convertible Bonds. SIAM J. Control. Optim. 45 (4) (2006)
Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü
Satisfying convex risk limits by trading. Finance Stochastics 9 (2) (2005)
Freddy Delbaen, Paul Embrechts, Hans Föllmer, Yuri Kabanov, Steven E. Shreve
Editorial. Finance Stochastics 8 (1) (2004)
Mihai Sîrbu, Igor Pikovsky, Steven E. Shreve
Perpetual Convertible Bonds. SIAM J. Control. Optim. 43 (1) (2004)
Karel Janecek, Steven E. Shreve
Asymptotic analysis for optimal investment and consumption with transaction costs. Finance Stochastics 8 (2) (2004)
Lukasz Kruk, John P. Lehoczky, Steven E. Shreve
Second order approximation for the customer time in queue distribution under the FIFO service discipline. Ann. UMCS Informatica 1 (1) (2003)
Uwe Schmock, Steven E. Shreve, Uwe Wystup
Valuation of exotic options under shortselling constraints. Finance Stochastics 6 (2) (2002)
Albert N. Shiryaev, Steven E. Shreve, Dieter Sondermann
Editorial. Finance Stochastics 5 (1) (2001)
Steven E. Shreve, Jan Vecer
Options on a traded account: Vacation calls, vacation puts and passport options. Finance Stochastics 4 (3) (2000)
Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. Math. Oper. Res. 15 (1) (1990)
Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
Explicit Solution of a General Consumption/Investment Problem. Math. Oper. Res. 11 (2) (1986)
John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy. Math. Oper. Res. 8 (4) (1983)
Steven E. Shreve, Dimitri P. Bertsekas
Universally Measurable Policies in Dynamic Programming. Math. Oper. Res. 4 (1) (1979)