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A note on invariant measures for HJM models
Tehranchi, Michael - In: Finance and stochastics 9 (2005) 3, pp. 389-398
Persistent link: https://www.econbiz.de/10008214294
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Optimal Investments for Robust Utility Functionals in Complete Market Models
Schied, Alexander - In: Mathematics of operations research 30 (2005) 3, pp. 750-764
Persistent link: https://www.econbiz.de/10006417228
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Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander; Schöneborn, Torsten - In: Finance and stochastics 13 (2009) 2, pp. 181-204
Persistent link: https://www.econbiz.de/10008211981
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Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
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Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Schied, Alexander - In: Finance and stochastics 11 (2007) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10008222116
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Robust optimal control for a consumption-investment problem
Schied, Alexander - In: Mathematical methods of operations research 67 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10007900578
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TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
Gatheral, Jim; Schied, Alexander; Slynko, Alla - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 445-475
Persistent link: https://www.econbiz.de/10009980088
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Robust Strategies for Optimal Order Execution in the AlmgrenChriss Framework
Schied, Alexander - In: Applied mathematical finance 20 (2013) 3, pp. 264-286
Persistent link: https://www.econbiz.de/10010140088
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Drift dependence of optimal trade execution strategies under transient price impact
Lorenz, Christopher; Schied, Alexander - In: Finance and stochastics 17 (2013) 4, pp. 743-770
Persistent link: https://www.econbiz.de/10010183829