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Portfolio Liquidation Games with Self-Exciting Order Flow toni Mai 5, 2022September 9, 2022 Discussion paper, Project area B, Project B02 327 Weiterlesen
Portfolio Liquidation under Factor Uncertainty Lara Martin Januar 26, 2021 Discussion paper, Project B02 274 Weiterlesen
Mean-Field Leader-Follower Games with Terminal State Constraint benjamin Dezember 20, 2018 Project B02 129 Weiterlesen
