Moritz Voß
From MaRDI portal
Person:513748
Available identifiers
zbMath Open voss.moritzMaRDI QIDQ513748
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Trading with the crowd | 2024-01-31 | Paper |
A two-player portfolio tracking game | 2022-09-23 | Paper |
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact | 2022-05-31 | Paper |
Optimal Investment with Transient Price Impact | 2019-11-22 | Paper |
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint | 2018-03-05 | Paper |
Hedging with temporary price impact | 2017-03-07 | Paper |
PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS | 2011-11-21 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Moritz Voß