Julia Ackermann
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems Finance and Stochastics | 2024-07-02 | Paper |
| Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the $L^p$-sense | 2023-09-24 | Paper |
| Inhomogeneous affine Volterra processes Stochastic Processes and their Applications | 2022-06-20 | Paper |
| Self-exciting price impact via negative resilience in stochastic order books | 2021-12-07 | Paper |
| Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models Finance and Stochastics | 2021-11-02 | Paper |
| Optimal trade execution in an order book model with stochastic liquidity parameters SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
| Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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