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~isPartOf:"CARF working paper"
~isPartOf:"Quantitative finance"
~subject:"Optionspreistheorie"
~subject:"Systems analysis"
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Robust control in a rough environment
Han, Bingyan
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Wong, Hoi Ying
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Quantitative finance
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(
2022
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3
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pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
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2021
Persistent link: https://www.econbiz.de/10012616241
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Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
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2021
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1
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pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
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pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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