Jacques Du Toit

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Mathematical Physics — 6 citations into it

Whom Jacques Du Toit trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Goran Peskir
2. J. L. Pedersen
3. S. Graversen
4. Albert N. Shiryaev

Papers from Jacques Du Toit's perspective

Ordered by how strongly the researchers Jacques Du Toit trusts endorse each paper. Same corpus, a different order for every researcher.

1. On optimal stopping and free boundary problems
2. Optimal Stopping and Free-Boundary Problems
3. The trap of complacency in predicting the maximum.
4. A Change-of-Variable Formula with Local Time on Curves
5. Optimal Stopping and the American Put
6. ON THE AMERICAN OPTION PROBLEM
7. Deterministic and Stochastic Optimal Control
8. Portfolio Selection
9. Arbitrage Theory in Continuous Time
10. On efficiency of mean–variance based portfolio selection in defined contribution pension schemes

Their papers

• Selling a Stock at the Ultimate Maximum (2009) — 101 citations
• The trap of complacency in predicting the maximum. (2007) — 73 citations