Sühan Altay

Wirtschaftsuniversität Wien - Vienna / Austria

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 5286999

Vienna University of Economics and Business

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Sühan Altay's MOST POPULAR ARTICLES

1-) Pairs trading under drift uncertainty and risk penalization S Altay, K Colaneri, Z Eksi International Journal of Theoretical and Applied Finance 21 (07), 1850046, 2018 122018

2-) Lecture notes on the Yamada–Watanabe condition for the pathwise uniqueness of solutions of certain stochastic differential equations S Altay, U Schmock Lecture Notes. http://www. fam. tuwien. ac. at/~ schmock/notes/Yamada …, 2013 102013

3-) Portfolio optimization for a large investor controlling market sentiment under partial information S Altay, K Colaneri, Z Eksi SIAM Journal on Financial Mathematics 10 (2), 512-546, 2019 92019

4-) Optimal convergence trading with unobservable pricing errorsS Altay, K Colaneri, Z EksiAnnals of Operations Research, 1-29, 202052020

5-) Digital double barrier options: Several barrier periods and structure floorsS Altay, S Gerhold, R Haidinger, K HirhagerInternational Journal of Theoretical and Applied Finance 16 (08), 1350044, 201342013

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