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Mean field portfolio games
Fu, Guanxing; Zhou, Chao - In: Finance and stochastics 27 (2023) 1, pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
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Second order approximations for limit order books
Horst, Ulrich; Kreher, Dörte - In: Finance and stochastics 22 (2018) 4, pp. 827-877
Persistent link: https://www.econbiz.de/10011946565
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Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich; Xia, Xiaonyu - In: Finance and stochastics 23 (2019) 4, pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
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Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies
Horst, Ulrich; Kivman, Evgueni - In: Finance and stochastics 28 (2024) 3, pp. 759-812
Persistent link: https://www.econbiz.de/10015130386