Jak\v{s}a Cvitani\'c
Identifiers
- name variant Jak\v{s}a Cvitani\'c 0.60 · backfill
Papers (4)
- Large Tournament Games math.OC · 2018 · author #2
- Dynamic programming approach to principal-agent problems math.OC · 2015 · author #1
- Moral Hazard in Dynamic Risk Management q-fin.PM · 2014 · author #1
- A filtering approach to tracking volatility from prices observed at random times math.PR · 2006 · author #1
Mentions
- 1510.07111 #1 · arxiv_oai · confidence 0.70 Jak\v{s}a Cvitani\'c
- 1406.5852 #1 · backfill · confidence 0.70 Jak\v{s}a Cvitani\'c
Frequent Coauthors
- Dylan Possama\"i 2 shared papers
- Nizar Touzi 2 shared papers
- Boris Rozovskii 1 shared papers
- Erhan Bayraktar 1 shared papers
- Robert Liptser 1 shared papers
- Yuchong Zhang 1 shared papers