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An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter, (2014)
On singular control for Lévy processes
Noba, Kei, (2023)
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl, (2010)
On a dynamic non-substitution theorem and other issues in Burgstaller's Property and prices
Gozzi, Fausto, (2001)
Some metatheorerical reflections and a reply to critics
Burgstaller, André Charles, (2001)
Endogenous growth in a multi-sector economy
Freni, Giuseppe, (2003)