Daniel N. Ostrov

A finitely extensible bead-spring chain model for dilute polymer solutions

Lewis E. Wedgewood, Daniel N. Ostrov, R. Byron Bird · Journal of Non-Newtonian Fluid Mechanics · 1991 · 104 citations

Materials Science, Engineering, Polymer Solution +9

On the Early Exercise Boundary of the American Put Option

Daniel N. Ostrov, Jonathan Goodman · SIAM Journal on Applied Mathematics · 2002 · 69 citations

Option Pricing, Early Exercise Boundary, Free Boundary Problem +3

Conspicuous consumption dynamics

Daniel Friedman, Daniel N. Ostrov · Games and Economic Behavior · 2008 · 60 citations

Economics, Consumer Economics, Management +8

Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies

Jonathan Goodman, Daniel N. Ostrov · SIAM Journal on Applied Mathematics · 2010 · 47 citations

Mathematical Programming, Optimal Trading Strategies, Portfolio Choice +20

Solutions of Hamilton–Jacobi Equations and Scalar Conservation Laws with Discontinuous Space–Time Dependence

Daniel N. Ostrov · Journal of Differential Equations · 2002 · 40 citations

Hamiltonian Theory, Scalar Conservation Laws, Discontinuous Space–time Dependence +2