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Eunjung Noh
Eunjung Noh
Rollins College
Verified email at rollins.edu - Homepage
Title
Cited by
Cited by
Year
An optimal portfolio model with stochastic volatility and stochastic interest rate
EJ Noh, JH Kim
Journal of Mathematical Analysis and Applications 375 (2), 510-522, 2011
742011
Price impact equilibrium with transaction costs and TWAP trading
E Noh, K Weston
Mathematics and Financial Economics, 2021
62021
A unified approach to informed trading via Monge-Kantorovich duality
R Chhaibi, I Ekren, E Noh, L Vy
arXiv preprint arXiv:2210.17384, 2022
12022
Equilibrium Model of Limit Order Books: A Mean-Field Game View
J Ma, E Noh
Stochastic Analysis, Filtering, and Stochastic Optimization, 381-410, 2022
12022
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Articles 1–4