검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
Optimal Asset Liquidation with Multiplicative Transient Price Impact Becherer D, Bilarev T, Frentrup P Applied Mathematics and Optimization, 78(3), 643, 2018 |
| 2 |
Price impact assessment for large-scale merchant energy storage facilities Zamani-Dehkordi P, Shafiee S, Rakai L, Knight AM, Zareipour H Energy, 125, 27, 2017 |
| 3 |
HEDGING OF COVERED OPTIONS WITH LINEAR MARKET IMPACT AND GAMMA CONSTRAINT Bouchard B, Loeper G, Zou YY SIAM Journal on Control and Optimization, 55(5), 3319, 2017 |
| 4 |
REBALANCING WITH LINEAR AND QUADRATIC COSTS Liu R, Muhle-Karbe J, Weber MH SIAM Journal on Control and Optimization, 55(6), 3533, 2017 |
| 5 |
The design of renewable support schemes and CO2 emissions in China Wu J, Albrecht J, Fan Y, Xia Y Energy Policy, 99, 4, 2016 |
| 6 |
The reform of the European energy tax directive: Exploring potential economic impacts in the EU27 Rocchi P, Serrano M, Roca J Energy Policy, 75, 341, 2014 |
| 7 |
Optimal Portfolio Selection Under Concave Price Impact Ma J, Song QS, Xu J, Zhang JF Applied Mathematics and Optimization, 67(3), 353, 2013 |
| 8 |
CAPACITARY MEASURES FOR COMPLETELY MONOTONE KERNELS VIA SINGULAR CONTROL Alfonsi A, Schied A SIAM Journal on Control and Optimization, 51(2), 1758, 2013 |
| 9 |
A BIDDING GAME IN A CONTINUUM LIMIT ORDER BOOK Bressan A, Facchi G SIAM Journal on Control and Optimization, 51(5), 3459, 2013 |