7 citations · 7 across the 3 of their papers we have counts for
4 papers
Relative performance criteria of multiplicative form in complete markets
Anastasiya Tanana
We consider existence and uniqueness of Nash equilibria in an -player game of utility maximization under relative performance criteria of multiplicative form in complete semimar…
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets
Anastasiya Tanana
In this paper, we study expected utility maximization under ratchet and drawdown constraints on consumption in a general incomplete semimartingale market using duality methods. The…
Comparison of transport map generated by heat flow interpolation and the optimal transport Brenier map
Anastasiya Tanana
This note shows that the non-expansive transport map constructed by Y.-H. Kim and E. Milman using heat flow interpolation is in general different from the optimal transport Brenier…
On automorphisms and structural properties of generalized Cayley graphs
Ademir Hujdurović, Klavdija Kutnar, Pawel Petecki +1
In this paper, generalized Cayley graphs are studied. It is proved that every generalized Cayley graph of order 2p is a Cayley graph, where p is a prime. Special attention is given…