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Nicholas Westray

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Journal Articles

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2013
[j2]
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  - journals/siamfm/MochaW13
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  - https://dblp.org/rec/journals/siamfm/MochaW13
Markus Mocha, Nicholas Westray:
The Stability of the Constrained Utility Maximization Problem: A BSDE Approach. SIAM J. Financial Math. 4(1): 117-150 (2013)
2011
[j1]
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Nicholas Westray, Harry Zheng:
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization. Finance Stochastics 15(3): 501-512 (2011)

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