4. Economy
  5. Quantitative Finance
  6. Trading and Market Microstructure

Peter Kratz

Economy – Quantitative Finance – Trading and Market Microstructure

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A closed form solution for a stochastic control problem with quasi-polynomial value function

Mathematics – Optimization and Control
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Portfolio liquidation in dark pools in continuous time

Economy – Quantitative Finance – Trading and Market Microstructure
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Profile ID: LFWR-SCP-P-298186

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