검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
OPTIMAL TRADE EXECUTION WITH INSTANTANEOUS PRICE IMPACT AND STOCHASTIC RESILIENC Graewe P, Horst U SIAM Journal on Control and Optimization, 55(6), 3707, 2017 |
| 2 |
A NON-MARKOVIAN LIQUIDATION PROBLEM AND BACKWARD SPDES WITH SINGULAR TERMINAL CONDITIONS Graewe P, Horst U, Qiu JN SIAM Journal on Control and Optimization, 53(2), 690, 2015 |