Nikolaos Englezos

发表

Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions

Xanthi-Isidora Kartala, Nikolaos Englezos, Athanasios N. Yannacopoulos, 2020, Math. Oper. Res..

Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

Nikolaos Englezos, Ioannis Karatzas, I. Karatzas, 2009, SIAM J. Control. Optim..