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Moritz Voß
ORCID
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 4
Top Topics
Signal Dependent
Stochastic Control
Control Problems
Machine Learning
Top Venues
SIAM J. Financial Math.
CoRR
SIAM J. Control. Optim.
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Publications
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Eyal Neuman
,
Moritz Voß
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact.
SIAM J. Financial Math.
13 (2) (2022)
Tao Chen
,
Mike Ludkovski
,
Moritz Voß
On Parametric Optimal Execution and Machine Learning Surrogates.
CoRR
(2022)
Peter Bank
,
Moritz Voß
Optimal Investment with Transient Price Impact.
SIAM J. Financial Math.
10 (3) (2019)
Peter Bank
,
Moritz Voß
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint.
SIAM J. Control. Optim.
56 (2) (2018)