Lukasz Stettner

Identifiers

• name variant Lukasz Stettner 0.60 · backfill

Papers (5)

1. Undiscounted optimal stopping with unbounded rewards math.OC · 2016 · author #2
2. Infinite horizon stopping problems with (nearly) total reward criteria math.OC · 2014 · author #2
3. Stopping of functionals with discontinuity at the boundary of an open set math.OC · 2010 · author #2
4. Growth-optimal portfolios under transaction costs q-fin.PM · 2007 · author #2
5. On utility maximization in discrete-time financial market models math.PR · 2005 · author #2

Mentions

• 1401.6905 #2 · backfill · confidence 0.70 Lukasz Stettner
• 1006.4283 #2 · backfill · confidence 0.70 Lukasz Stettner
• 0707.3198 #2 · backfill · confidence 0.70 Lukasz Stettner

Frequent Coauthors

• Jan Palczewski 4 shared papers
• Miklos Rasonyi 1 shared papers