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 | 77 | 2011 |
Price impact equilibrium with transaction costs and TWAP trading E Noh, K Weston Mathematics and Financial Economics, 2021 | 7 | 2021 |
Equilibrium Model of Limit Order Books: A Mean-Field Game View J Ma, E Noh Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022 | 3 | 2022 |
A unified approach to informed trading via Monge-Kantorovich duality R Chhaibi, I Ekren, E Noh, L Vy arXiv preprint arXiv:2210.17384, 2022 | 1 | 2022 |
Solvability of the Gaussian Kyle model with imperfect information and risk aversion R Chhaibi, I Ekren, E Noh arXiv preprint arXiv:2501.16488, 2025 | | 2025 |