Works matching IS 09492984 AND DT 2021 AND VI 25 AND IP 4
Results: 5
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 4, p. 757, doi. 10.1007/s00780-021-00464-5
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- Article
Complete and competitive financial markets in a complex world.
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- Finance & Stochastics, 2021, v. 25, n. 4, p. 659, doi. 10.1007/s00780-021-00463-6
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- Article
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 4, p. 615, doi. 10.1007/s00780-021-00462-7
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- Article
Additive logistic processes in option pricing.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 4, p. 689, doi. 10.1007/s00780-021-00461-8
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- Publication type:
- Article
Scenario-based risk evaluation.
- Published in:
- Finance & Stochastics, 2021, v. 25, n. 4, p. 725, doi. 10.1007/s00780-021-00460-9
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- Article