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 Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption SIAM Journal on Control and Optimization | 2022-11-03 | Paper |
| A mean field game of optimal portfolio liquidation Mathematics of Operations Research | 2022-02-08 | Paper |
| Asymptotic approach for backward stochastic differential equation with singular terminal condition Stochastic Processes and their Applications | 2021-02-18 | Paper |
| Smooth solutions to portfolio liquidation problems under price-sensitive market impact Stochastic Processes and their Applications | 2018-02-13 | Paper |
| Optimal trade execution with instantaneous price impact and stochastic resilience SIAM Journal on Control and Optimization | 2017-12-11 | Paper |
| A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
Research outcomes over time
This page was built for person: Paulwin Graewe
