Paulwin Graewe

From MaRDI portal
Person:681995

Available identifiers

zbMath Open graewe.paulwinMaRDI QIDQ681995

List of research outcomes





PublicationDate of PublicationType
A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption2022-11-03Paper
A mean field game of optimal portfolio liquidation2022-02-08Paper
Asymptotic approach for backward stochastic differential equation with singular terminal condition2021-02-18Paper
Smooth solutions to portfolio liquidation problems under price-sensitive market impact2018-02-13Paper
Optimal trade execution with instantaneous price impact and stochastic resilience2017-12-11Paper
A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions2015-06-02Paper

Research outcomes over time

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