Mark P. Owen

Nodal Sets for Groundstates of Schrödinger Operators with Zero Magnetic Field in Non Simply Connected Domains

Bernard Helffer, M. Hoffmann-Ostenhof, Thomas Hoffmann-Ostenhof et al. · Communications in Mathematical Physics · 1999 · 83 citations · Full text

Spectral Theory, Quantum Science, Engineering +8

OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING

Mark P. Owen, Gordan Žitković · Mathematical Finance · 2009 · 72 citations

Engineering, Utility Function, Portfolio Choice +16

The Hardy–Rellich inequality for polyharmonic operators

Mark P. Owen · Proceedings of the Royal Society of Edinburgh Section A Mathematics · 1999 · 60 citations

Spectral Theory, Engineering, Resolvent Kernel +9

Utility based optimal hedging in incomplete markets

Mark P. Owen · The Annals of Applied Probability · 2002 · 55 citations

Mathematical Programming, Economics, Portfolio Optimization +13

Multivariate utility maximization with proportional transaction costs

Luciano Campi, Mark P. Owen · Finance and Stochastics · 2010 · 48 citations · Full text

Mathematical Programming, Multivariate Utility Maximization, Economics +8