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Predicting near-term, out-of-sample fish passage, guidance, and movement across diverse river environments by cognitively relating momentary behavioral decisions to multiscale memories of past hydrodynamic experiences

Frontiers in ecology and evolution, 2023-06, Vol.11

2023

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A Theory of Bond Portfolios

The Annals of applied probability, 2005-05, Vol.15 (2), p.1260-1305

2005

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Bond market completeness and attainable contingent claims

Finance and stochastics, 2005-07, Vol.9 (3), p.429-452

Taflin, Erik

2005

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Analytic Linearization, Hamiltonian Formalism, and Infinite Sequences of Constants of Motion for the Burgers Equation

Physical review letters, 1981-01, Vol.47 (20), p.1425-1428

Taflin, E.

1981

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Formal linearization of nonlinear massive representations of the connected Poincaré group

Journal of mathematical physics, 1984-04, Vol.25 (4), p.765-771

Taflin, E.

1984

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Equity allocation and portfolio selection in insurance

Insurance, mathematics & economics, 2000-08, Vol.27 (1), p.65-81

Taflin, Erik

2000

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EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL

International journal of theoretical and applied finance, 2002-05, Vol.5 (3), p.223-253

TAFLIN, ERIK

2002

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Paris-Princeton Lectures on Mathematical Finance 2004

2007 edition., 2007

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Analytic linearization of the Korteweg-de Vries equation

Pacific journal of mathematics, 1983-01, Vol.108 (1), p.203-220

Taflin, E.

1983

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Dynamical symmetries and conservation laws for Korteweg-de Vries equation

Reports on mathematical physics, 1984-10, Vol.20 (2), p.171-216

Taflin, E.

1984

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Scaling transformation and probability distributions for financial time series

Chaos, solitons and fractals, 2000-11, Vol.11 (14), p.2343-2348

2000

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The Cauchy problem for nonlinear Klein-Gordon equations

Communications in mathematical physics, 1993-03, Vol.152 (no. 3), p.433-478

1993

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The Cauchy problem for non-linear Klein-Gordon equations

Communications in mathematical physics, 1993-03, Vol.152 (3), p.433-478

1993

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Some Applications and Methods of Large Deviations in Finance and Insurance

Paris-Princeton Lectures on Mathematical Finance 2004, 2007, p.191-244

2007

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The Benjamin-Ono equation, recursivity of linearization maps, lax pairs

Letters in mathematical physics, 1985-05, Vol.9 (4), p.299-311

1985

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Models for Insider Trading with Finite Utility

Paris-Princeton Lectures on Mathematical Finance 2004, 2007, p.103-171

2007

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HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets

Paris-Princeton Lectures on Mathematical Finance 2004, 2007, p.1-50

2007

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Explicit nonsoliton solutions of the Benjamin-Ono equation

Letters in mathematical physics, 1983-05, Vol.7 (3), p.243-248

1983

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Large Investor Trading Impacts on Volatility

Paris-Princeton Lectures on Mathematical Finance 2004, 2007, p.173-190

2007

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Analytic Linearization, Hamiltonian Formalism, and Infinite Sequences of Constants of Motion for the Burgers Equation

Physical review letters, 1982-03, Vol.48 (13), p.898-898

Taflin, E.

1982

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Optimal Bond Portfolios

Paris-Princeton Lectures on Mathematical Finance 2004, 2007, p.51-102

2007

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Dynamical symmetries and conversion laws for Korteweg-de Vries equation

Reports on mathematical physics, 1984, Vol.20 (2), p.171-216

TAFLIN, E

1984

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Analytic linearization of the Kortweg-de Vries equation

Pacific journal of mathematics, 1983, Vol.108 (1), p.203-220

TAFLIN, E

1983

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System for an intelligent office document analysis, recognition and description

Signal processing, 1993, Vol.32 (1), p.161-190

1993

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On global solutions of the Maxwell-Dirac equations

Communications in mathematical physics, 1987-03, Vol.112 (1), p.21-49

1987

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Predicting near-term, out-of-sample fish passage, guidance, and movement across diverse river environments by cognitively relating momentary behavioral decisions to multiscale memories of past hydrodynamic experiences

A Theory of Bond Portfolios

Bond market completeness and attainable contingent claims

Analytic Linearization, Hamiltonian Formalism, and Infinite Sequences of Constants of Motion for the Burgers Equation

Formal linearization of nonlinear massive representations of the connected Poincaré group

Equity allocation and portfolio selection in insurance

EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL

Paris-Princeton Lectures on Mathematical Finance 2004

Analytic linearization of the Korteweg-de Vries equation

Dynamical symmetries and conservation laws for Korteweg-de Vries equation

Scaling transformation and probability distributions for financial time series

The Cauchy problem for nonlinear Klein-Gordon equations

The Cauchy problem for non-linear Klein-Gordon equations

Some Applications and Methods of Large Deviations in Finance and Insurance

The Benjamin-Ono equation, recursivity of linearization maps, lax pairs

Models for Insider Trading with Finite Utility

HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets

Explicit nonsoliton solutions of the Benjamin-Ono equation

Large Investor Trading Impacts on Volatility

Analytic Linearization, Hamiltonian Formalism, and Infinite Sequences of Constants of Motion for the Burgers Equation

Optimal Bond Portfolios

Dynamical symmetries and conversion laws for Korteweg-de Vries equation

Analytic linearization of the Kortweg-de Vries equation

System for an intelligent office document analysis, recognition and description

On global solutions of the Maxwell-Dirac equations

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