Julia Ackermann

Available identifiers

zbMath Open ackermann.juliaMaRDI QIDQ2145776

List of research outcomes

Publication	Date of Publication	Type
Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems	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	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	2021-11-02	Paper
Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters	2021-09-08	Paper
Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems	N/A	Paper

Research outcomes over time

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