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In this paper we consider the same problem as the one in \cite{F-H-2016} in continuous time. That is a Monge-Kantorovich like problem under some portfolio constraints but the set of transport plans does not have to be the martingale...
Nowadays free boundary problems are considered as one of the most important directions in the mainstream of partial differential equations (PDEs) analysis, with an abundance of applications in various sciences and real world problems....
The problem of optimal portfolio execution has become one of the most important problems in the area of financial mathematics. Over the past two decades, numerous researchers have developed a variety of different models to address this...
This dissertation discusses brass bands in Mobile, Alabama and their individual "brands"(performance norms) and their relationship to the broader branding aspects of the city's Mardi Gras. I call this brass branding. How do the brass...
“Mississippi, Missing, Miss” is a book-length manuscript of poetry. The poems are a confessional, coming-of-age response to a highly-particularized Southern landscape. They examine that landscape by confrontation of religious hegemony, ...
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