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Albert Altarovici
Albert Altarovici
Waymo
Verified email at waymo.com
Title
Cited by
Cited by
Year
A general Hamilton-Jacobi framework for non-linear state-constrained control problems
A Altarovici, O Bokanowski, H Zidani
ESAIM: Control, Optimisation and Calculus of Variations 19 (2), 337-357, 2013
942013
Asymptotics for fixed transaction costs
A Altarovici, J Muhle-Karbe, HM Soner
Finance and Stochastics 19 (2), 363-414, 2015
482015
Optimal consumption and investment with fixed and proportional transaction costs
A Altarovici, M Reppen, HM Soner
SIAM Journal on Control and Optimization 55 (3), 1673-1710, 2017
442017
Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders
E Akyıldırım, A Altarovici, C Ekinci
Handbook of High Frequency Trading, 305, 2015
52015
Merton problem with fixed and proportional costs
A Altarovici, M Reppen, HM Soner
32015
Modeling long-term seasonality and spikes of the spot electricity prices in Turkey
E Akyildirim, A Göncü, A Altarovici
Bogazici Journal 28 (2), 1-18, 2014
22014
Generating a statistic using electronic transaction data
A Jaffe, A Altarovici, D Moulton, D Montague
US Patent App. 17/457,181, 2022
2022
Generating a statistic using electronic transaction data
A Jaffe, A Altarovici, D Moulton, D Montague
US Patent 11,250,425, 2022
2022
Partial hedging and cash requirements in discrete time
E Akyildirim, A Altarovici
Quantitative Finance 16 (6), 929-945, 2016
2016
Impact of friction on investment decisions
AM Altarovici
ETH Zurich, 2015
2015
Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey
E Akyıldırım, A Göncü, A Altarovici
Bogazici Journal: Review of Social, Economic & Administrative Studies 28 (2), 2014
2014
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Articles 1–11