Paulwin Graewe
From MaRDI portal
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 |
|---|---|---|
| A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption SIAM Journal on Control and Optimization | 2022-11-03 | Paper |
| A mean field game of optimal portfolio liquidation Mathematics of Operations Research | 2022-02-08 | Paper |
| Asymptotic approach for backward stochastic differential equation with singular terminal condition Stochastic Processes and their Applications | 2021-02-18 | Paper |
| Smooth solutions to portfolio liquidation problems under price-sensitive market impact Stochastic Processes and their Applications | 2018-02-13 | Paper |
| Optimal trade execution with instantaneous price impact and stochastic resilience SIAM Journal on Control and Optimization | 2017-12-11 | Paper |
| A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
Research outcomes over time
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