Michael Taksar

Identifiers

• name variant Michael Taksar 0.60 · backfill

Papers (5)

1. An application of the method of moments to volatility estimation using daily high, low, opening and closing prices q-fin.ST · 2011 · author #2
2. Band Control of Mutual Proportional Reinsurance math.OC · 2011 · author #2
3. Optimal Constrained Investment in the Cramer-Lundberg model q-fin.PM · 2011 · author #4
4. Minimal Cost of a Brownian Risk without Ruin math.OC · 2011 · author #2
5. Interplay between dividend rate and business constraints for a financial corporation math.PR · 2005 · author #2

Mentions

• 1112.4534 #2 · backfill · confidence 0.70 Michael Taksar
• 1112.4458 #2 · backfill · confidence 0.70 Michael Taksar
• 1112.4007 #4 · backfill · confidence 0.70 Michael Taksar
• 1112.4005 #2 · backfill · confidence 0.70 Michael Taksar

Frequent Coauthors

• Shangzhen Luo 2 shared papers
• Christian Hipp 1 shared papers
• Cristin Buescu 1 shared papers
• Fatoumata J. Kon\'e 1 shared papers
• Jiguang Yuan 1 shared papers
• John Liu 1 shared papers
• Tahir Choulli 1 shared papers
• Tatiana Belkina 1 shared papers
• Xun Yu Zhou 1 shared papers