V.F. Neuhaus Centennial Professor
Department of Mathematics, College of Natural Sciences
Department of Information, Risk, and Operations Management
Red McCombs School of Business |
The University of Texas at Austin
Research>New papers
Forward indifference valuation of American options
(559k PDF), (with T. Leung and R. Sircar), (2010)
Initial investment choice and optimal future
allocations under time-monotone performance
criteria
(217k PDF), (with M. Musiela), (2010)