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Levon Avanesyan
Levon Avanesyan
Ph.D. in Operations Research and Financial Engineering, Princeton University
Verified email at alumni.princeton.edu
Title
Cited by
Cited by
Year
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem
L Avanesyan, M Shkolnikov, R Sircar
Finance and Stochastics 24 (4), 981-1011, 2020
23*2020
Optimal investment in incomplete markets with multiple Brownian externalities
L Avanesyan
Princeton University, 2021
32021
Power mixture forward performance processes
L Avanesyan, R Sircar
SIAM Journal on Financial Mathematics 13 (3), 1040-1062, 2022
12022
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Articles 1–3