The following pages link to Moritz Voß (Q513748):
Displayed 7 items.
- Hedging with temporary price impact (Q513749) (← links)
- A two-player portfolio tracking game (Q2675370) (← links)
- PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Trading with the crowd (Q6146670) (← links)