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 constrained stochastic control problem with application to an illiquid stock position build-up | 2024-07-05 | Paper |
| Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets Advances in Continuous and Discrete Models | 2022-12-21 | Paper |
| Constrained optimality for controlled switching diffusions with an application to stock purchasing Quantitative Finance | 2020-09-16 | Paper |
| Block trading: building up a stock position under a regime switching model Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
| Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods Applied Mathematics and Optimization | 2018-02-13 | Paper |
Research outcomes over time
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