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Disambiguation of "Pliska, Stanley R."

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Martingales and stochastic integrals in the theory of continuous trading

, and . Stochastic Processes and their Applications, 11 (3): 215-260 (1981)

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Stanley R. Parkinson

Guido Pliska

Dolores Stanley

Stanley Baksi

Stanley Heinze

 

Other publications of authors with the same name

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios.. Math. Oper. Res., 11 (2): 371-382 (1986)Risk sensitive asset allocation, , and . Journal of Economic Dynamics and Control, 24 (8): 1145--1177 (July 2000)Risk sensitive asset management with transaction costs., and . Finance and Stochastics, 4 (1): 1-33 (2000)Accretive Operators and Markov Decision Processes.. Math. Oper. Res., 5 (3): 444-459 (1980)Introduction to Mathematical Finance: Discrete Time Models. Blackwell, Malden, MA, (1997)Optimal Scheduling of Inspections: A Delayed Markov Model with False Positives and Negatives., and . Operations Research, 39 (2): 261-273 (1991)Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management., , and . Math. Methods Oper. Res., 50 (2): 167-188 (1999)Option valuation with co-integrated asset prices, and . Journal of Economic Dynamics and Control, 28 (4): 727--754 (January 2004)Controlled jump processes. Stochastic Processes and their Applications, 3 (3): 259--282 (July 1975)Optimal tracking for asset allocation with fixed and proportional transaction costs, and . Quantitative Finance, 4 (2): 233--243 (2004)