Fima Klebaner

Identifiers

• name variant Fima Klebaner 0.60 · backfill

Papers (7)

1. Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization q-fin.PM · 2018 · author #5
2. Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method q-fin.PM · 2017 · author #5
3. Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach q-fin.PM · 2016 · author #5
4. What can be observed in real time PCR and when does it show? math.PR · 2016 · author #3
5. Mimicking self-similar processes math.ST · 2015 · author #3
6. Escape from the boundary in Markov population processes math.PR · 2013 · author #4
7. Volatility in options formulae for general stochastic dynamics q-fin.PR · 2013 · author #2

Mentions

• 1506.01478 #3 · backfill · confidence 0.70 Fima Klebaner
• 1312.5788 #4 · backfill · confidence 0.70 Fima Klebaner
• 1306.0980 #2 · backfill · confidence 0.70 Fima Klebaner

Frequent Coauthors

• kais Hamza 6 shared papers
• Nicolas Langren\'e 3 shared papers
• Rongju Zhang 3 shared papers
• Yu Tian 3 shared papers
• Zili Zhu 3 shared papers
• A. D. Barbour 1 shared papers
• Haya Kaspi 1 shared papers
• Jie Yen Fan 1 shared papers
• Olivia Mah 1 shared papers
• Pavel Chigansky 1 shared papers
• Peter Jagers 1 shared papers