Voß, Moritz
- Hedging with Temporary Price Impact
2015/10/12 by Bank, Peter, Soner, Mete, Voß, Moritz · 2 citations
#60H30 #91B06 #91G10 #91G80 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Optimal investment with transient price impact
2018/04/19 by Bank, Peter, Voß, Moritz · 1 citation
#35R35 #49K21 #91B06 #91G10 #91G80 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
2020/02/21 by Eyal Neuman, Neuman, Eyal, Moritz Voß +1 · 1 citation
Economics, Econometrics and Finance · #60H30 #91G80 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Probability (math.PR) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
- Trading with the Crowd
2021/06/17 by Neuman, Eyal, Voß, Moritz · 1 citation
#49N80 #49N90 #60H30 #93E20 #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Trading and Market Microstructure (q-fin.TR)
- On Parametric Optimal Execution and Machine Learning Surrogates
2022/04/18 by Chen, Tao, Ludkovski, Mike, Voß, Moritz · 1 citation
#Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Trading and Market Microstructure (q-fin.TR)
- Equilibrium in Functional Stochastic Games with Mean-Field Interaction
2023/06/06 by Eduardo Abi Jaber, Jaber, Eduardo Abi, Eyal Neuman +3 · 1 citation
#math.OC #math.PR #q-fin.MF