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Daniel Ostrov
Daniel Ostrov
Professor of Mathematics and Computer Science, Santa Clara University
Email confirmado em scu.edu
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A finitely extensible bead-spring chain model for dilute polymer solutions
LE Wedgewood, DN Ostrov, RB Bird
Journal of non-newtonian fluid mechanics 40 (1), 119-139, 1991
1281991
Conspicuous consumption dynamics
D Friedman, DN Ostrov
Games and Economic Behavior 64 (1), 121-145, 2008
1152008
On the early exercise boundary of the American put option
DN Ostrov, J Goodman
SIAM Journal on Applied Mathematics 62 (5), 1823-1835, 2002
822002
Solutions of Hamilton–Jacobi equations and scalar conservation laws with discontinuous space–time dependence
DN Ostrov
Journal of Differential Equations 182 (1), 51-77, 2002
582002
A new approach to goals-based wealth management
SR Das, DN Ostrov, A Radhakrishnan, D Srivastav
Available at SSRN 3117765, 2018
552018
Dynamic portfolio allocation in goals-based wealth management
SR Das, D Ostrov, A Radhakrishnan, D Srivastav
Computational Management Science 17 (4), 613-640, 2020
432020
Continuous valued cellular automata for non-linear wave equations
R Rucker
Complex systems 10, 91-119, 1996
431996
Viscosity solutions and convergence of monotone schemes for synthetic aperture radar shape-from-shading equations with discontinuous intensities
DN Ostrov
SIAM Journal on Applied Mathematics 59 (6), 2060-2085, 1999
421999
Balancing small transaction costs with loss of optimal allocation in dynamic stock trading strategies
J Goodman, DN Ostrov
Siam journal on applied mathematics 70 (6), 1977-1998, 2010
402010
Evolutionary dynamics over continuous action spaces for population games that arise from symmetric two-player games
D Friedman, DN Ostrov
Journal of Economic Theory 148 (2), 743-777, 2013
372013
Numerical shape-from-shading for discontinuous photographic images
J Kain, DN Ostrov
International Journal of Computer Vision 44 (3), 163-173, 2001
262001
Extending viscosity solutions to eikonal equations with discontinuous spatial dependence
DN Ostrov
Nonlinear analysis, theory, methods & applications 42 (4), 709-736, 2000
232000
Dynamic optimization for multi-goals wealth management
SR Das, D Ostrov, A Radhakrishnan, D Srivastav
Journal of Banking & Finance 140, 106192, 2022
222022
Gradient dynamics in population games: Some basic results
D Friedman, DN Ostrov
Journal of Mathematical Economics 46 (5), 691-707, 2010
222010
Boundary conditions and fast algorithms for surface reconstructions from synthetic aperture radar data
DN Ostrov
IEEE transactions on geoscience and remote sensing 37 (1), 335-346, 1999
201999
Dynamic systemic risk: Networks in data science
SR Das, S Kim, DN Ostrov
The Journal of Financial Data Science 1 (1), 141-158, 2019
19*2019
Goals-based wealth management: a new approach
SR Das, D Ostrov, A Radhakrishnan, D Srivastav
Journal of Investment Management 16 (3), 1-27, 2018
152018
Asymptotic behavior of two interreacting chemicals in a chromatography reactor
DN Ostrov
SIAM Journal on Mathematical Analysis 27 (6), 1559-1596, 1996
141996
Optimal strategies for traditional versus Roth IRA/401 (k) consumption during retirement
JA DiLellio, DN Ostrov
Decision Sciences 48 (2), 356-384, 2017
112017
An option to reduce transaction costs
J Goodman, DN Ostrov
SIAM Journal on Financial Mathematics 2 (1), 512-537, 2011
72011
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