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 |
|---|---|---|
| Stochastic maximum principle for optimal liquidation with control-dependent terminal time Applied Mathematics and Optimization | 2022-09-12 | Paper |
| Optimal Liquidation in a Mean-reverting Portfolio | 2020-10-06 | Paper |
| Optimal management of immunized portfolios European Actuarial Journal | 2019-09-03 | Paper |
| Diffusion scaling in event-driven random walks: an application to turbulence Reports on Mathematical Physics | 2013-03-14 | Paper |
| Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| scientific article; zbMATH DE number 5288673 (Why is no real title available?) | 2008-06-16 | Paper |
| The fractional Fick's law for non-local transport processes Physica A | 2001-05-31 | Paper |
| scientific article; zbMATH DE number 797362 (Why is no real title available?) | 1995-09-17 | Paper |
Research outcomes over time
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