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 |
|---|---|---|
| Numerical approximation of BSDEs using local polynomial drivers and branching processes Monte Carlo Methods and Applications | 2018-01-16 | Paper |
| Hedging of covered options with linear market impact and gamma constraint SIAM Journal on Control and Optimization | 2017-11-02 | Paper |
| Almost-sure hedging with permanent price impact Finance and Stochastics | 2016-09-07 | Paper |
Research outcomes over time
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