Concepedia

Agnès Tourin

AT

7

Publications

961

Citations

7

H-Index

1992

Active since

Affiliations

New York University(Current)

Risk Engineering (Bulgaria)

Agnès Tourin is an author at New York University specializing in business, engineering, and finance.

Top concepts

BusinessEngineeringFinanceEconomicsMarket DesignNatural SciencesGeometry ModelingNumerical AnalysisAlgorithmic TradingGeometry Processing

Publications per year

1992–2016

7

Publications

7

A Viscosity Solutions Approach to Shape-From-Shading

Elisabeth Rouy, Agnès Tourin · SIAM Journal on Numerical Analysis · 1992 · 647 citations

Geometric Modeling, Numerical Analysis, Viscosity Solutions Approach +14

Shape-from-shading, viscosity solutions and edges

Pierre‐Louis Lions, Elisabeth Rouy, Agnès Tourin · Numerische Mathematik · 1993 · 111 citations

Geometric Modeling, Engineering, Geometry +8

Dynamic pairs trading using the stochastic control approach

Agnès Tourin, Raphael Yan · Journal of Economic Dynamics and Control · 2013 · 85 citations

Economics, Algorithmic Trading, Stochastic Control Approach +6

Model-based pairs trading in the bitcoin markets

P. S. Lintilhac, Agnès Tourin · Quantitative Finance · 2016 · 70 citations

Economics, Bitcoin Portfolio, Computational Finance +14

Commutation properties of semigroups for first-order Hamilton-Jacobi equations and application to multi-time equations

Guy Barles, Agnès Tourin · Indiana University Mathematics Journal · 2001 · 26 citations · Full text

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