Optimal execution of Portfolio transactions with geometric price process
Optimal Execution Problem for Geometric Ornstein-Uhlenbeck Price Process
Optimal Execution Problem with Market Impact
Optimal execution strategies in limit order books with general shape functions
Optimal High Frequency Trading with limit and market orders
Optimal intertemporal risk allocation applied to insurance pricing
Optimal intervention in the foreign exchange market when interventions affect market dynamics
Optimal investment and consumption in a Black--Scholes market with Lévy-driven stochastic coefficients
Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Optimal investment policy and dividend payment strategy in an insurance company
Optimal Investment Strategy to Minimize Occupation Time
Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach
Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing
Optimal investment with bounded VaR for power utility functions
Optimal investment with inside information and parameter uncertainty
Optimal investment with intermediate consumption and random endowment
Optimal leverage from non-ergodicity
Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms
Optimal Liquidation Strategies Regularize Portfolio Selection