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Optimal Investments for Robust Utility Functionals in Complete Market Models
Schied, Alexander
- In:
Mathematics of operations research
30
(
2005
)
3
,
pp. 750-764
Persistent link: https://www.econbiz.de/10006417228
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A market impact game under transient price impact
Schied, Alexander
;
Zhang, Tao
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10012001072
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Distributional transforms, probability distortions, and their applications
Liu, Peng
;
Schied, Alexander
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
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