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Erik Taflin

Identifiers

  • name variant Erik Taflin 0.60 · backfill

Papers (11)

  1. A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities math.OC · 2014 · author #2
  2. Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs q-fin.PR · 2013 · author #3
  3. No-arbitrage of second kind in countable markets with proportional transaction costs q-fin.CP · 2010 · author #2
  4. Generalized integrands and bond portfolios: Pitfalls and counter examples math.PR · 2009 · author #1
  5. In which Financial Markets do Mutual Fund Theorems hold true? q-fin.TR · 2007 · author #3
  6. Simple Non Linear Klein-Gordon Equations in 2 space dimensions, with long range scattering math-ph · 2006 · author #1
  7. Optimal Bond Portfolios math.OC · 2005 · author #2
  8. Bond Market Completeness and Attainable Contingent Claims math.OC · 2004 · author #1
  9. A theory of bond portfolios math.OC · 2003 · author #2
  10. Scaling transformation and probability distributions for financial time series cond-mat.stat-mech · 1999 · author #2
  11. Asymptotic completeness, global existence and the infrared problem for the Maxwell-Dirac equations hep-th · 1995 · author #3

Mentions

  • 1405.3566 #2 · backfill · confidence 0.70 Erik Taflin
  • 1302.0361 #3 · backfill · confidence 0.70 Erik Taflin
  • 1008.3276 #2 · backfill · confidence 0.70 Erik Taflin
  • 0909.2341 #1 · backfill · confidence 0.70 Erik Taflin
  • 0710.1909 #3 · backfill · confidence 0.70 Erik Taflin

Frequent Coauthors