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Liquidity, risk measures, and concentration of measure
Lacker, Daniel
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 813-837
Persistent link: https://www.econbiz.de/10011914365
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2
Initiation au droit aérien
Lacker, Daniel
-
1937
Persistent link: https://www.econbiz.de/10002291040
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3
A label-state formulation of stochastic graphon games and approximate equilibria on large networks
Lacker, Daniel
;
Soret, Agathe
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1987-2018
Persistent link: https://www.econbiz.de/10014437766
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4
Many-player games of optimal consumption and investment under relative performance criteria
Lacker, Daniel
;
Soret, Agathe
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 263-281
Persistent link: https://www.econbiz.de/10012240274
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5
A case study on stochastic games on large graphs in mean field and sparse regimes
Lacker, Daniel
;
Soret, Agathe
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1530-1565
Persistent link: https://www.econbiz.de/10013365333
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6
Directional derivatives of oblique reflection maps
Mandelbaum, Avi
;
Ramanan, Kavita
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 527-558
Persistent link: https://www.econbiz.de/10008660779
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7
Directional derivatives of oblique reflection maps
Mandelbaum, Avi
;
Ramanan, Kavita
- In:
Mathematics of operations research
33
(
2008
)
3
,
pp. 527-558
Persistent link: https://www.econbiz.de/10008661058
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8
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Atar, Rami
;
Budhiraja, Amarjit
;
Ramanan, Kavita
- In:
Probability theory and related fields : continuation of …
142
(
2008
)
1/2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10003730928
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9
Sensitivity analysis for the stationary distribution of reflected brownian motion in a convex polyhedral cone
Lipshutz, David
;
Ramanan, Kavita
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 524-558
Persistent link: https://www.econbiz.de/10012582181
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10
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime
Aghajani, Reza
;
Ramanan, Kavita
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1016-1055
Persistent link: https://www.econbiz.de/10012293367
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