Nicholas Westray

Identifiers

• name variant Nicholas Westray 0.60 · backfill

Papers (4)

1. The Stability of the Constrained Utility Maximization Problem - A BSDE Approach math.OC · 2011 · author #2
2. BSDEs in Utility Maximization with BMO Market Price of Risk math.PR · 2011 · author #3
3. Quadratic Semimartingale BSDEs under an Exponential Moments Condition math.PR · 2011 · author #2
4. Constrained NonSmooth Utility Maximization on the Positive Real Line q-fin.CP · 2010 · author #1

Mentions

• 1107.0190 #2 · backfill · confidence 0.70 Nicholas Westray
• 1107.0183 #3 · backfill · confidence 0.70 Nicholas Westray
• 1101.2582 #2 · backfill · confidence 0.70 Nicholas Westray
• 1010.4055 #1 · backfill · confidence 0.70 Nicholas Westray

Frequent Coauthors

• Markus Mocha 3 shared papers
• Christoph Frei 1 shared papers
• Harry Zheng 1 shared papers