Economy – Quantitative Finance – Trading and Market Microstructure
Scientist
Economy
Quantitative Finance
Trading and Market Microstructure
Scientist
Capacitary measures for completely monotone kernels via singular control
Comparative and qualitative robustness for law-invariant risk measures
Drift dependence of optimal order execution strategies under transient price impact
Existence and regularity for a class of infinite-measure $(ξ,ψ,K)$-superprocesses
On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals
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