Mike Ludkovski

Citované v

	Všetky	Od 2020
Citácie	2462	1173
h-index	27	18
i10-index	50	31

260

130

195

20082009201020112012201320142015201620172018201920202021202220232024202522 27 37 76 87 107 104 147 130 177 154 179 218 250 216 209 226 52

Verejný prístup

všetky položky

26 článkov

0 článkov

dostupné

nedostupné

Na základe mandátov na financovanie

Spoluautori

Rene CarmonaPrinceton UniversityOverená e-mailová adresa na: princeton.edu
Erhan BayraktarProfessor, University of Michigan, Department of MathematicsOverená e-mailová adresa na: umich.edu
Robert B. GramacyVirginia TechOverená e-mailová adresa na: vt.edu
Mickael BinoisInria Sophia Antipolis - MéditerranéeOverená e-mailová adresa na: inria.fr
Jimmy RiskAssistant ProfessorOverená e-mailová adresa na: cpp.edu
Jarad NiemiIowa State UniversityOverená e-mailová adresa na: iastate.edu
Virginia R. YoungDepartment of Mathematics, University of MichiganOverená e-mailová adresa na: umich.edu
Aditya MaheshwariSenior Applied Scientist, Amazon.comOverená e-mailová adresa na: amazon.com
Carole BernardProfessor, Grenoble Ecole de Management, FranceOverená e-mailová adresa na: grenoble-em.com
Tim LeungBoeing Professor of Applied Mathematics, Computational Finance & Risk Management (CFRM) ProgramOverená e-mailová adresa na: uw.edu
Xiong (Victoria) LyuPhD at University of California, Santa BarbaraOverená e-mailová adresa na: ucsb.edu
Rüschendorf,LudgerStochastik,Uni FreiburgOverená e-mailová adresa na: stochastik.uni-freiburg.de
Ian DuncanAdjunct Professor, Statistics & Applied Probability, University of California, Santa BarbaraOverená e-mailová adresa na: pstat.ucsb.edu
Miguel HelenoLawrence Berkeley National LaboratoryOverená e-mailová adresa na: lbl.gov
Ruimeng HuAssociate Professor, University of California, Santa BarbaraOverená e-mailová adresa na: ucsb.edu
Tao ChenPostdoctoral Assistant Professor, University of Michigan, Ann ArborOverená e-mailová adresa na: umich.edu
Matheus GrasselliMcMaster UniversityOverená e-mailová adresa na: math.mcmaster.ca
vincent leclereEcole des Ponts ParisTechOverená e-mailová adresa na: enpc.fr
Yuri SaporitoAssociate Professor, School of Applied Mathematics (EMAp), Fundação Getulio Vargas (FGV)Overená e-mailová adresa na: fgv.br
Olympia HadjiliadisProfessor of Mathematics and Statistics, CUNYOverená e-mailová adresa na: hunter.cuny.edu

Sledovať

Mike Ludkovski

Professor, UC Santa Barbara

Overená e-mailová adresa na: pstat.ucsb.edu - Domovská stránka

Mathematical Finance Energy Finance Stochastic Games Computational Finance


Názov Zoradiť podľa citácií Zoradiť podľa roka Zoradiť podľa názvu	Citované v Citované v	Rok
Practical heteroscedastic Gaussian process modeling for large simulation experiments M Binois, RB Gramacy, M Ludkovski Journal of Computational and Graphical Statistics 27 (4), 808-821, 2018	239	2018
Valuation of energy storage: An optimal switching approach R Carmona, M Ludkovski Quantitative finance 10 (4), 359-374, 2010	229	2010
Liquidation in limit order books with controlled intensity E Bayraktar, M Ludkovski Mathematical Finance 24 (4), 627-650, 2014	171	2014
Replication or exploration? Sequential design for stochastic simulation experiments M Binois, J Huang, RB Gramacy, M Ludkovski Technometrics 61 (1), 7-23, 2019	147	2019
Pricing asset scheduling flexibility using optimal switching R Carmona, M Ludkovski Applied Mathematical Finance 15 (5-6), 405-447, 2008	139	2008
Spot convenience yield models for the energy markets R Carmona, M Ludkovski Contemporary mathematics 351 (65-80), 9, 2004	79*	2004
Optimal trade execution in illiquid markets E Bayraktar, M Ludkovski Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011	72	2011
On comonotonicity of Pareto optimal risk sharing M Ludkovski, L Rüschendorf Statistics & Probability Letters 78 (10), 1181-1188, 2008	72	2008
Testing alternative regression frameworks for predictive modeling of health care costs I Duncan, M Loginov, M Ludkovski North American Actuarial Journal 20 (1), 65-87, 2016	67	2016
Kriging metamodels and experimental design for Bermudan option pricing M Ludkovski arXiv preprint arXiv:1509.02179, 2015	58	2015
Optimal risk sharing under distorted probabilities M Ludkovski, VR Young Mathematics and Financial Economics 2, 87-105, 2009	52	2009
Optimal dynamic policies for influenza management M Ludkovski, J Niemi Statistical Communications in Infectious Diseases 2 (1), 2010	49	2010
Impact of counterparty risk on the reinsurance market C Bernard, M Ludkovski North American Actuarial Journal 16 (1), 87-111, 2012	46	2012
Sequential design for optimal stopping problems RB Gramacy, M Ludkovski SIAM Journal on Financial Mathematics 6 (1), 748-775, 2015	45	2015
Inventory management with partially observed nonstationary demand E Bayraktar, M Ludkovski Annals of Operations Research 176 (1), 7-39, 2010	45	2010
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates M Ludkovski, VR Young Insurance: Mathematics and Economics 42 (1), 14-30, 2008	45	2008
Exploration and exhaustibility in dynamic Cournot games M Ludkovski, R Sircar European Journal of Applied Mathematics 23 (3), 343-372, 2012	43	2012
Optimal switching with applications to energy tolling agreements M Ludkovski Princeton University, 2005	41	2005
Gaussian process models for mortality rates and improvement factors M Ludkovski, J Risk, H Zail ASTIN Bulletin: The Journal of the IAA 48 (3), 1307-1347, 2018	37	2018
Optimal execution with dynamic order flow imbalance K Bechler, M Ludkovski SIAM Journal on Financial Mathematics 6 (1), 1123-1151, 2015	36	2015

Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.

Články 1–20

Citácie za rok

Duplicitné citácie

Zlúčené citácie

Pridať spoluautorovSpoluautori

Sledovať

Citované v

Spoluautori