1

Incorporating signals into optimal trading

Year:
2019
Language:
english
File:
PDF, 5.34 MB
english, 2019
2

Optimal portfolio liquidation in target zone models and catalytic superprocesses

Year:
2016
Language:
english
File:
PDF, 1008 KB
english, 2016
8

The multifractal nature of Volterra–Lévy processes

Year:
2014
Language:
english
File:
PDF, 457 KB
english, 2014
17

On the maximal displacement of subcritical branching random walks

Year:
2017
Language:
english
File:
PDF, 574 KB
english, 2017
25

Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise

Year:
2018
Language:
english
File:
PDF, 883 KB
english, 2018