Jetlir Duraj
University of Pittsburgh
H-index: 7
North America-United States
Top articles of Jetlir Duraj
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A multi-agent targeted trading equilibrium with transaction costs | SIAM Journal on Financial Mathematics | Jin Hyuk Choi Jetlir Duraj Kim Weston | 2024/3/31 |
THE ANNALS | The Annals of Probability | PETER K FRIZ PAVEL ZORIN-KRANICH XIN CHEN XUEMEI LI BO WU | 2023/3 |
Invariance principles for integrated random walks conditioned to stay positive | The Annals of Applied Probability | Michael Bär Jetlir Duraj Vitali Wachtel | 2023/2 |
Dynamic information preference and communication with diminishing sensitivity over news | Theoretical Economics | Jetlir Duraj Kevin He | 2023 |
Black-Litterman End-to-End | Available at SSRN 4532798 | Jetlir Duraj Chenyu Yu | 2023/8/5 |
Deep Learning for Corporate Bonds | Available at SSRN 4527372 | Jetlir Duraj Oliver Giesecke | 2023/7/31 |
Martin boundary of random walks in convex cones | Annales Henri Lebesgue | Jetlir Duraj Kilian Raschel Pierre Tarrago Vitali Wachtel | 2022 |
Costly information and random choice | Economic Theory | Jetlir Duraj Yi-Hsuan Lin | 2022/7 |
Identification and welfare evaluation in sequential sampling models | Theory and Decision | Jetlir Duraj Yi-Hsuan Lin | 2022/3 |
On expected utility in optimal stopping of diffusions | Operations Research Letters | Jetlir Duraj | 2020/11/1 |
Essays on random walks in cones | Jetlir Duraj | 2020/10/9 | |
Invariance principles for random walks in cones | Stochastic Processes and their Applications | Jetlir Duraj Vitali Wachtel | 2020/7/1 |
Bargaining with endogenous learning | Available at SSRN 3615758 | Jetlir Duraj | 2020/5/24 |
Co-Authors
