Erik Taflin
Identifiers
- name variant Erik Taflin 0.60 · backfill
Papers (11)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities math.OC · 2014 · author #2
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs q-fin.PR · 2013 · author #3
- No-arbitrage of second kind in countable markets with proportional transaction costs q-fin.CP · 2010 · author #2
- Generalized integrands and bond portfolios: Pitfalls and counter examples math.PR · 2009 · author #1
- In which Financial Markets do Mutual Fund Theorems hold true? q-fin.TR · 2007 · author #3
- Simple Non Linear Klein-Gordon Equations in 2 space dimensions, with long range scattering math-ph · 2006 · author #1
- Optimal Bond Portfolios math.OC · 2005 · author #2
- Bond Market Completeness and Attainable Contingent Claims math.OC · 2004 · author #1
- A theory of bond portfolios math.OC · 2003 · author #2
- Scaling transformation and probability distributions for financial time series cond-mat.stat-mech · 1999 · author #2
- Asymptotic completeness, global existence and the infrared problem for the Maxwell-Dirac equations hep-th · 1995 · author #3
Mentions
Frequent Coauthors
- Bruno Bouchard 2 shared papers
- Ivar Ekeland 2 shared papers
- Emmanuel Lepinette 1 shared papers
- Jacques C.H. Simon 1 shared papers
- Jean Marcel Tcheou 1 shared papers
- Marc-Etienne Brachet 1 shared papers
- Mihai Sirbu 1 shared papers
- Moshe Flato 1 shared papers
- Walter Schachermayer 1 shared papers
- Yal\c{c}in Aktar 1 shared papers