Skip to contents

  1. Kratz, Peter [Author] ; Horst, Ulrich [Degree supervisor]; Ankirchner, Stefan [Degree supervisor]; Duffie, Darrell [Degree supervisor]; Ekeland, Ivar [Degree supervisor]

    Optimal liquidation in dark pools in discrete and continuous time

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011

  2. Naujokat, Felix [Author] ; Horst, Ulrich [Degree supervisor]; Bank, Peter [Degree supervisor]; Cadenillas, Abel [Degree supervisor]

    Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011