Andrew Heunis
Affiliations: | University of Waterloo, Waterloo, ON, Canada |
Area:
Finance, StatisticsGoogle:
"Andrew Heunis"
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Publications
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| Heunis AJ. (2015) Utility maximization in a regime switching model with convex portfolio constraints and margin requirements: Optimality relations and explicit solutions Siam Journal On Control and Optimization. 53: 2608-2656 |
| Heunis AJ. (2015) Quadratic minimization with portfolio and terminal wealth constraints Annals of Finance. 11: 243-282 |
| Heunis AJ, Lucie VM. (2008) On the innovations conjecture of nonlinear filtering with dependent data Electronic Journal of Probability. 13: 2190-2216 |
| Heunis A. (1994) Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data Siam Journal On Control and Optimization. 32: 116-139 |
| Heunis AJ. (1990) On the stochastic differential equations of filtering theory Applied Mathematics and Computation. 39: 3-36 |
| Heunis AJ. (1985) Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities Journal of Optimization Theory and Applications. 45: 89-99 |