עקוב אחר
Albert Altarovici
Albert Altarovici
Waymo
כתובת אימייל מאומתת בדומיין waymo.com
כותרת
צוטט על ידי
צוטט על ידי
שנה
A general Hamilton-Jacobi framework for non-linear state-constrained control problems‏
A Altarovici, O Bokanowski, H Zidani‏
ESAIM: Control, Optimisation and Calculus of Variations 19 (2), 337-357, 2013‏
1082013
Asymptotics for fixed transaction costs‏
A Altarovici, J Muhle-Karbe, HM Soner‏
Finance and Stochastics 19 (2), 363-414, 2015‏
522015
Optimal consumption and investment with fixed and proportional transaction costs‏
A Altarovici, M Reppen, HM Soner‏
SIAM Journal on Control and Optimization 55 (3), 1673-1710, 2017‏
482017
Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders‏
E Akyıldırım, A Altarovici, C Ekinci‏
Handbook of High Frequency Trading, 305, 2015‏
62015
Merton problem with fixed and proportional costs‏
A Altarovici, M Reppen, HM Soner‏
32015
Modeling long-term seasonality and spikes of the spot electricity prices in Turkey‏
E Akyildirim, A Göncü, A Altarovici‏
Bogazici Journal 28 (2), 1-18, 2014‏
22014
Generating a statistic using electronic transaction data‏
A Jaffe, A Altarovici, D Moulton, D Montague‏
US Patent App. 17/457,181, 2022‏
2022
Generating a statistic using electronic transaction data‏
A Jaffe, A Altarovici, D Moulton, D Montague‏
US Patent 11,250,425, 2022‏
2022
Partial hedging and cash requirements in discrete time‏
E Akyildirim, A Altarovici‏
Quantitative Finance 16 (6), 929-945, 2016‏
2016
Impact of friction on investment decisions‏
AM Altarovici‏
ETH Zurich, 2015‏
2015
Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey‏
E Akyıldırım, A Göncü, A Altarovici‏
Boğaziçi Journal: Review of Social, Economic & Administrative Studies 28 (2), 2014‏
2014
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מאמרים 1–11