Optimal Trade Execution under Endogenous Order Flow sojung January 20, 2023 Discussion paper, Project area B, Project B02 368 Read more
Portfolio Liquidation Games with Self-Exciting Order Flow toni May 5, 2022September 9, 2022 Discussion paper, Project area B, Project B02 327 Read more
Portfolio Liquidation under Factor Uncertainty Lara Martin January 26, 2021 Discussion paper, Project B02 274 Read more
Mean-Field Leader-Follower Games with Terminal State Constraint benjamin December 20, 2018 Project B02 129 Read more
