4. Mathematics
  5. Optimization and Control

Michael Ludkovski

Mathematics – Optimization and Control

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Finite Horizon Decision Timing with Partially Observable Poisson Processes

Mathematics – Optimization and Control
Scientific paper

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Illiquidity Effects in Optimal Consumption-Investment Problems

Economy – Quantitative Finance – Portfolio Management
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Liquidation in Limit Order Books with Controlled Intensity

Economy – Quantitative Finance – Trading and Market Microstructure
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Optimal Risk Sharing under Distorted Probabilities

Mathematics – Optimization and Control
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Optimal Timing to Purchase Options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Profile ID: LFWR-SCP-P-172052

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