Follow
Eunjung Noh
Eunjung Noh
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
772011
Price impact equilibrium with transaction costs and TWAP trading
E Noh, K Weston
Mathematics and Financial Economics, 2021
72021
Equilibrium Model of Limit Order Books: A Mean-Field Game View
J Ma, E Noh
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022
32022
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
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
The system can't perform the operation now. Try again later.
Articles 1–5