Publications

First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V. and Jeanblanc, Monique (2021) First-to-default and second-to-default options in models with various information flows. International Journal of Theoretical and Applied Finance. ISSN 0219-0249 (In Press)
Discounted optimal stopping problems in continuous hidden Markov models
Gapeev, Pavel V. (2021) Discounted optimal stopping problems in continuous hidden Markov models. Stochastics: an International Journal of Probability and Stochastic Processes. ISSN 1744-2508 (In Press)
Perfectly packing graphs with bounded degeneracy and many leaves
Allen, Peter, Böttcher, Julia, Clemens, Dennis and Taraz, Anusch (2021) Perfectly packing graphs with bounded degeneracy and many leaves. Israel Journal of Mathematics. ISSN 0021-2172 (In Press)
Discounted optimal stopping problems in first-passage time models with random threshold
Gapeev, Pavel V. and Al Motairi, Hessah (2021) Discounted optimal stopping problems in first-passage time models with random threshold. Journal of Applied Probability. ISSN 0021-9002 (Submitted)
An analysis of network filtering methods to sovereign bond yields during COVID-19
Pang, Raymond Ka-kay, Granados, Oscar M., Chhajer, Harsh and Legara, Erika Fille T. (2021) An analysis of network filtering methods to sovereign bond yields during COVID-19. Physica a : Statistical Mechanics and Its Applications, 574. ISSN 0378-4371
On augmenting the references section with a citation network visualization
Manggala, Putra, Atoyan, Tigran, Samosir, Gracia, Varsava, Jan and Ruf, Johannes (2021) On augmenting the references section with a citation network visualization. In: ICLR 2021 Ninth International Conference on Learning Representations, 2021-05-04 - 2021-05-07, Virtual Conference.
A new infinite class of ideal minimally non-packing clutters
Abdi, Ahmad, Cornuéjols, Gérard and Superdock, Matt (2021) A new infinite class of ideal minimally non-packing clutters. Discrete Mathematics. ISSN 0012-365X (In Press)
Efficient two-sided markets with limited information
Dütting, Paul, Fusco, Federico, Lazos, Philip, Leonardi, Stefano and Reiffenhäuser, Rebecca (2021) Efficient two-sided markets with limited information. In: 53rd Annual ACM Symposium on Theory of Computing June 21–25, 2021 online, 2021-06-21 - 2021-06-25, Online. (In Press)
A short proof of convexity of step-out–step-in sequencing games
Beeson, Coulter and Olver, Neil (2021) A short proof of convexity of step-out–step-in sequencing games. Operations Research Letters, 49 (2). 257 - 259. ISSN 0167-6377
Triangles of nearly equal area
Swanepoel, Konrad ORCID: 0000-0002-1668-887X (2021) Triangles of nearly equal area. Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 62 (1). 219 - 227. ISSN 0138-4821
Large equilateral sets in subspaces of ℓ∞n of small codimension
Frankl, Nora (2021) Large equilateral sets in subspaces of ℓ∞n of small codimension. Discrete and Computational Geometry. ISSN 0179-5376
Relative arbitrage: sharp time horizons and motion by curvature
Larsson, Martin and Ruf, Johannes (2021) Relative arbitrage: sharp time horizons and motion by curvature. Mathematical Finance, 31 (3). 885 - 906. ISSN 0960-1627
Pure-jump semimartingales
Černý, Aleš and Ruf, Johannes (2021) Pure-jump semimartingales. Bernoulli. ISSN 1350-7265 (In Press)
A mathematical view of the will of the people
Von Stengel, Bernhard ORCID: 0000-0002-3488-8322 (2019) A mathematical view of the will of the people. Democratic Audit Blog (21 Feb 2019). Blog Entry.
Optimal stopping games in models with various information flows
Gapeev, Pavel V. and Rodosthenous, Neofytos (2021) Optimal stopping games in models with various information flows. Stochastic Analysis and Applications. ISSN 0736-2994
Perpetual American cancellable standard options in models with last passage times
Gapeev, Pavel V., Li, Libo and Wu, Zhuoshu (2021) Perpetual American cancellable standard options in models with last passage times. Algorithms, 14 (1). 1 - 11. ISSN 1999-4893
Simplified stochastic calculus with applications in economics and finance
Černý, Aleš and Ruf, Johannes (2020) Simplified stochastic calculus with applications in economics and finance. European Journal of Operational Research. ISSN 0377-2217
Unknown I.I.D. prophets: better bounds, streaming algorithms, and a new impossibility
Correa, Jose, Dütting, Paul, Fischer, Felix, Schewior, Kevin and Ziliotto, Bruno (2020) Unknown I.I.D. prophets: better bounds, streaming algorithms, and a new impossibility. In: Proceedings of the 12th Innovations in Theoretical Computer Science Conference, ITCS'21, forthcoming. ACM Press. (In Press)
The complexity of contracts
Dütting, Paul, Roughgarden, Tim and Talgam-Cohen, Inbal (2020) The complexity of contracts. SIAM Journal on Computing. ISSN 0097-5397 (In Press)
Attention please!
Gossner, Olivier, Steiner, Jakub and Stewart, Colin (2020) Attention please! Econometrica. ISSN 0012-9682 (In Press)

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Publications

Below is the list of the Department's recent research publications. This information is generated by an RSS feed from LSE Research Online, and shows the most recent 20 publications (either published, or accepted for publication).

CDAM Research Report Series from 1991 - 2009