Random walks in cones: the case of nonzero drift J Duraj Stochastic Processes and their Applications 124 (4), 1503-1518, 2014 | 38 | 2014 |
Invariance principles for random walks in cones J Duraj, V Wachtel arXiv preprint arXiv:1508.07966, 2015 | 22 | 2015 |
Dynamic random subjective expected utility J Duraj arXiv preprint arXiv:1808.00296, 2018 | 17 | 2018 |
Invariance principles for random walks in cones J Duraj, V Wachtel Stochastic Processes and their Applications 130 (7), 3920-3942, 2020 | 16 | 2020 |
Costly information and random choice J Duraj, YH Lin Economic Theory 74 (1), 135-159, 2022 | 10 | 2022 |
Martin boundary of random walks in convex cones J Duraj, K Raschel, P Tarrago, V Wachtel Annales Henri Lebesgue 5, 559-609, 2022 | 10 | 2022 |
Optimal stopping with general risk preferences J Duraj Available at SSRN 2897765, 2017 | 9 | 2017 |
On harmonic functions of killed random walks in convex cones J Duraj | 8 | 2014 |
Bargaining with endogenous learning J Duraj Available at SSRN 3615758, 2020 | 7 | 2020 |
Dynamic information design with diminishing sensitivity over news J Duraj, K He arXiv preprint arXiv:1908.00084, 2019 | 6 | 2019 |
Mechanism design with news utility J Duraj arXiv preprint arXiv:1808.04020, 2018 | 6 | 2018 |
Identification and Welfare Analysis in Sequential Sampling Models J Duraj, YH Lin Working paper, 2019 | 3 | 2019 |
Green function of a random walk in a cone J Duraj, V Wachtel arXiv preprint arXiv:1807.07360, 2018 | 3 | 2018 |
THE ANNALS L MILLER, HH PITTERS, L GONON, L GRIGORYEVA, JP ORTEGA, ... The Annals of Applied Probability 33 (1), 2023 | 2 | 2023 |
Invariance principles for integrated random walks conditioned to stay positive M Bär, J Duraj, V Wachtel The Annals of Applied Probability 33 (1), 127-160, 2023 | 2 | 2023 |
Dynamic information preference and communication with diminishing sensitivity over news J Duraj, K He Theoretical Economics 19 (3), 1057-1086, 2024 | 1 | 2024 |
A multi-agent targeted trading equilibrium with transaction costs JH Choi, J Duraj, K Weston SIAM Journal on Financial Mathematics 15 (1), 161-193, 2024 | 1 | 2024 |
Black-Litterman End-to-End J Duraj, C Yu Available at SSRN 4532798, 2023 | 1 | 2023 |
Deep Learning for Corporate Bonds J Duraj, O Giesecke Available at SSRN 4527372, 2023 | 1 | 2023 |
Identification and welfare evaluation in sequential sampling models J Duraj, YH Lin Theory and Decision 92 (2), 407-431, 2022 | 1 | 2022 |