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 |
| Liquidation of a large block stock under a Markov chain model SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| Pollution control for switching diffusion models: approximation methods and numerical results Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | 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 |
| Numerical methods for approximation of optimal liquidation rules of a large block stock under a Markov chain model | 2018-01-29 | Paper |
| Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications Nonlinear Analysis. Hybrid Systems | 2017-11-16 | Paper |
Research outcomes over time
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