Moritz Voß
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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 |
|---|---|---|
| Aggregation of financial markets Frontiers of Mathematical Finance | 2026-02-26 | Paper |
| Trading with the crowd Mathematical Finance | 2024-01-31 | Paper |
| A two-player portfolio tracking game Mathematics and Financial Economics | 2022-09-23 | Paper |
| Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact SIAM Journal on Financial Mathematics | 2022-05-31 | Paper |
| Optimal investment with transient price impact SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
| Optimal investment with transient price impact SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
| Linear quadratic stochastic control problems with stochastic terminal constraint SIAM Journal on Control and Optimization | 2018-03-05 | Paper |
| Hedging with temporary price impact Mathematics and Financial Economics | 2017-03-07 | Paper |
| Pricing options on variance in affine stochastic volatility models Mathematical Finance | 2011-11-21 | Paper |
Research outcomes over time
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