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General intensity shapes in optimal liquidation
Guéant, Olivier; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
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Sustainability, consumption, and technology
Akan, Mustafa - In: Copernican Journal of Finance & Accounting : CJF&A 5 (2016) 2, pp. 9-25
Persistent link: https://www.econbiz.de/10012216119
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A dynamic model of a nonlife insurance company
Akan, Mustafa - In: Copernican Journal of Finance & Accounting : CJF&A 5 (2016) 1, pp. 9-24
Persistent link: https://www.econbiz.de/10012216265
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Optimal control theoretic approach to investment in doctors
Akan, Mustafa - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 4, pp. 91-111
Persistent link: https://www.econbiz.de/10012242095
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Optimal market making
Guéant, Olivier - In: Applied mathematical finance 24 (2017) 1/2, pp. 112-154
Persistent link: https://www.econbiz.de/10011746995
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Optimal execution of accelerated share repuchase contracts with fixed notional
Guéant, Olivier - In: Journal of risk 19 (2017) 5, pp. 77-99
Persistent link: https://www.econbiz.de/10011747118
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Optimal structural results for assemble-to-order generalized M-systems
Nadar, Emre; Akan, Mustafa; Scheller-Wolf, Alan - In: Operations research 62 (2014) 3, pp. 571-579
Persistent link: https://www.econbiz.de/10010381850
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Technical note: optimal procurement in remanufacturing systems with uncertain used-item condition
Nadar, Emre; Akan, Mustafa; Debo, Laurens; … - In: Operations research 71 (2023) 5, pp. 1441-1453
Persistent link: https://www.econbiz.de/10014393144
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Algorithmic market making for options
Baldacci, Bastien; Bergault, Philippe; Guéant, Olivier - In: Quantitative finance 21 (2021) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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Deep reinforcement learning for market making in corporate bonds : beating the curse of dimensionality
Guéant, Olivier; Manziuk, Iuliia - In: Applied mathematical finance 26 (2019) 5, pp. 387-452
Persistent link: https://www.econbiz.de/10012210413