4. Mathematics
  5. Probability

Wael Bahsoun

Mathematics – Probability

Scientist

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Scientist

Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Invariant densities and escape rates: Rigorous and computable approximations in the $L^{\infty}$-norm

Mathematics – Dynamical Systems
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Metastability of Certain Intermittent Maps

Mathematics – Dynamical Systems
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Quasi-Invariant measures, escape rates and the effect of the hole

Mathematics – Dynamical Systems
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Rapid paths in von Neumann-Gale dynamical systems

Mathematics – Probability
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Profile ID: LFWR-SCP-P-7629

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