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Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
Free accessBASE | 2022| -
The Public Good index for games with several levels of approval in the input and output
Free accessBASE | 2022| -
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Free accessBASE | 2021| -
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
Free accessBASE | 2021| -
Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma
Free accessBASE | 2021| -
The Public Good index for games with several levels of approval in the input and output
Free accessBASE | 2021| -
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems
Free accessBASE | 2021| -
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange
Free accessBASE | 2020| -
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Free accessBASE | 2020| -
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations
Free accessBASE | 2020| -
Managing combined power and heat portfolios in sequential spot power markets under uncertainty
Free accessBASE | 2020| -
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Free accessBASE | 2019| -
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem
Free accessBASE | 2019| -
Flow-Based Market Coupling Revised - Part II: Assessing Improved Price Zones in Central Western Europe
Free accessBASE | 2019| -
Flow-Based Market Coupling Revised - Part I: Analyses of Small- and Large-Scale Systems
Free accessBASE | 2019| -
Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
Free accessBASE | 2019| -
Optimal control of debt-to-GDP ratio in an N-state regime switching economy
Free accessBASE | 2019|
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