| A general Hamilton-Jacobi framework for non-linear state-constrained control problems A Altarovici, O Bokanowski, H Zidani ESAIM: Control, Optimisation and Calculus of Variations 19 (2), 337-357, 2013 | 100 | 2013 |
| Asymptotics for fixed transaction costs A Altarovici, J Muhle-Karbe, HM Soner Finance and Stochastics 19 (2), 363-414, 2015 | 50 | 2015 |
| Optimal consumption and investment with fixed and proportional transaction costs A Altarovici, M Reppen, HM Soner SIAM Journal on Control and Optimization 55 (3), 1673-1710, 2017 | 45 | 2017 |
| Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders E Akyıldırım, A Altarovici, C Ekinci Handbook of High Frequency Trading, 305, 2015 | 6 | 2015 |
| Merton problem with fixed and proportional costs A Altarovici, M Reppen, HM Soner | 3 | 2015 |
| Modeling long-term seasonality and spikes of the spot electricity prices in Turkey E Akyildirim, A Göncü, A Altarovici Bogazici Journal 28 (2), 1-18, 2014 | 2 | 2014 |
| Generating a statistic using electronic transaction data A Jaffe, A Altarovici, D Moulton, D Montague US Patent App. 17/457,181, 2022 | | 2022 |
| Generating a statistic using electronic transaction data A Jaffe, A Altarovici, D Moulton, D Montague US Patent 11,250,425, 2022 | | 2022 |
| Partial hedging and cash requirements in discrete time E Akyildirim, A Altarovici Quantitative Finance 16 (6), 929-945, 2016 | | 2016 |
| Impact of friction on investment decisions AM Altarovici ETH Zurich, 2015 | | 2015 |
| Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey E Akyıldırım, A Göncü, A Altarovici Bogazici Journal: Review of Social, Economic & Administrative Studies 28 (2), 2014 | | 2014 |
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu
