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~subject:"Target zone"
~subject:"illiquid markets"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
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Protecting pegged currency markets from speculative investors
Neuman, Eyal
;
Schied, Alexander
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 405-420
Persistent link: https://www.econbiz.de/10012815970
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3
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
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