Parents
Sign in to add mentorVladimir Rokhlin | grad student | 2000 | Yale | |
(Quadruple and octuple layer potentials in two dimensions.) |
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Publications
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Fabozzi FJ, Focardi SM, Kolm PN. (2006) Incorporating Trading Strategies in the Black‐Litterman Framework Journal of Trading. 1: 28-37 |
Focardi SM, Kolm PN, Fabozzi FJ. (2004) New kids on the block Journal of Portfolio Management. 30: 42-54+10 |
Kolm P, Jiang S, Rokhlin V. (2003) Quadruple and octuple layer potentials in two dimensions I: Analytical apparatus Applied and Computational Harmonic Analysis. 14: 47-74 |
Kolm P, Rokhlin V. (2001) Numerical quadratures for singular and hypersingular integrals Computers and Mathematics With Applications. 41: 327-352 |