Christoph Frei

Available identifiers

Publication	Date of Publication	Type
Traditional and digital currencies in over-the-counter markets	2023-09-20	Paper
A stochastic model for cancer metastasis: branching stochastic process with settlement	2022-11-11	Paper
An explicit optimal strategy for flow trades at NASDAQ around its close	2019-06-11	Paper
Optimal execution in Hong Kong given a market-on-close benchmark	2018-11-14	Paper
The folk theorem with imperfect public information in continuous time	2018-09-11	Paper
Dynamic Contracting: Accidents Lead to Nonlinear Contracts	2015-10-21	Paper
OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH	2015-07-15	Paper
The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations	2015-04-28	Paper
Splitting multidimensional BSDEs and finding local equilibria	2014-08-28	Paper
Convergence results for the indifference value based on the stability of BSDEs	2014-04-25	Paper
QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS	2013-05-28	Paper
A financial market with interacting investors: does an equilibrium exist?	2013-01-20	Paper
BSDEs in utility maximization with BMO market price of risk	2012-06-19	Paper
Convexity bounds for BSDE solutions, with applications to indifference valuation	2011-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3400710	2010-02-05	Paper
Exponential utility indifference valuation in two Brownian settings with stochastic correlation	2008-08-05	Paper

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