1 citations · 1 across the 7 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
q-fin.PM2017
A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs
Arash Fahim, Wan-Yu Tsai
This paper concerns the numerical solution of a fully nonlinear parabolic double obstacle problem arising from a finite portfolio selection with proportional transaction costs. We…
math.RT2017★ 1 cited
Representations associated to small nilpotent orbits for complex Spin groups
Dan Barbasch, Wan-Yu Tsai
This paper provides a comparison between the -structure of unipotent representations and regular sections of bundles on nilpotent orbits for complex groups of type . Precisel…
math.RT2017
Representations associated to small nilpotent orbits for real Spin groups
Dan Barbasch, Wan-Yu Tsai
The results in this paper provide a comparison between the -structure of unipotent representations and regular sections of bundles on nilpotent orbits. Precisely, let $\widetild…