27 results on '"Westray, Nicholas"'
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2. The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
3. BSDEs in Utility Maximization with BMO Market Price of Risk
4. Quadratic Semimartingale BSDEs under an Exponential Moments Condition
5. Constrained NonSmooth Utility Maximization on the Positive Real Line
6. Nonsmooth Utility Maximization Under Cone Constraints
7. Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
8. Information Content of Cross-Sectional and Multilevel Order Flow Imbalances: A Bayesian Approach
9. Quadratic Semimartingale BSDEs Under an Exponential Moments Condition
10. Convergence in the Semimartingale Topology and Constrained Portfolios
11. Mean-Variance Optimization for Simulation of Order Flow
12. BSDEs in utility maximization with BMO market price of risk
13. Getting More for Less - Better A/B Testing via Causal Regularization
14. Constrained nonsmooth utility maximization without quadratic inf convolution
15. Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
16. Curve following in illiquid markets
17. What Happened to the Rest? A Principled Approach to Clean-Up Costs in Algorithmic Trading
18. Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
19. Convergence in the Semimartingale Topology and Constrained Portfolios
20. Optimal execution in Hong Kong given a market-on-close benchmark
21. Optimal execution in Hong Kong given a market-on-close benchmark.
22. Optimal Execution in Hong Kong Given a Market-on-Close Benchmark
23. OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH
24. The Stability of the Constrained Utility Maximization Problem: A BSDE Approach
25. Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
26. CONSTRAINED NONSMOOTH UTILITY MAXIMIZATION ON THE POSITIVE REAL LINE.
27. OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH.
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