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Saul Jacka

Identifiers

  • name variant Saul Jacka 0.60 · backfill

Papers (15)

  1. Multi-currency reserving for coherent risk measures q-fin.MF · 2017 · author #1
  2. On representing and hedging claims for coherent risk measures q-fin.MF · 2017 · author #1
  3. On the informational structure in optimal dynamic stochastic control math.PR · 2015 · author #1
  4. Markov chain approximations to scale functions of L\'evy processes math.PR · 2013 · author #3
  5. Markov chain approximations for transition densities of L\'evy processes math.PR · 2012 · author #3
  6. Monotonicity of the value function for a two-dimensional optimal stopping problem math.PR · 2012 · author #2
  7. Minimising the expected commute time math.PR · 2012 · author #1
  8. Minimizing the time to a decision math.PR · 2009 · author #1
  9. Markov chains conditioned never to wait too long at the origin math.PR · 2009 · author #1
  10. The noisy veto-voter model: a Recursive Distributional Equation on [0,1] math.PR · 2008 · author #1
  11. On representing claims for coherent risk measures math.PR · 2007 · author #1
  12. On decomposing risk in a financial-intermediate market and reserving math.PR · 2006 · author #1
  13. On the density of properly maximal claims in financial markets with transaction costs math.PR · 2006 · author #1
  14. No-arbitrage and closure results for trading cones with transaction costs math.PR · 2006 · author #1
  15. Random orderings of the integers and card shuffling math.PR · 2005 · author #1

Mentions

  • 1503.02375 #1 · backfill · confidence 0.70 Saul Jacka
  • 1310.1737 #3 · backfill · confidence 0.70 Saul Jacka
  • 1211.0476 #3 · backfill · confidence 0.70 Saul Jacka
  • 1208.3126 #2 · backfill · confidence 0.70 Saul Jacka
  • 1207.2719 #1 · backfill · confidence 0.70 Saul Jacka
  • 0911.5413 #1 · backfill · confidence 0.70 Saul Jacka
  • 0906.3876 #1 · backfill · confidence 0.70 Saul Jacka
  • 0804.3943 #1 · backfill · confidence 0.70 Saul Jacka
  • 0708.0512 #1 · backfill · confidence 0.70 Saul Jacka

Frequent Coauthors