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impact</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Nash equilibrium for risk-averse investors in a market impact game: finite and infinite time horizons</style>Drupal-Biblio17<style face="normal" font="default" size="100%">On (signed) Takagi-Landsberg functions: $p$th variation, maximum, and modulus of continuity</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Model-free portfolio theory and its functional master formula</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Domains of weak continuity of statistical functionals with a view toward robust statistics</style>Drupal-Biblio17<style face="normal" font="default" size="100%">High-frequency limit of Nash equilibria in a market impact game with transient price impact</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Price manipulation in a market impact model with dark pool</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A state-constrained differential game arising in optimal portfolio liquidation</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The associativity rule in pathwise functional Itô calculus</style>Drupal-Biblio17<style face="normal" font="default" size="100%">On a class of generalized Takagi functions with linear pathwise quadratic variation</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Constructing functions with prescribed pathwise quadratic variation</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Multivariate transient price impact and matrix-valued positive definite functions</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal portfolio liquidation in target zone models and catalytic superprocesses</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Pathwise no-arbitrage in a class of delta hedging strategies</style>Drupal-Biblio6<style face="normal" font="default" size="100%">Stochastic finance</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Quasi-Hadamard differentiability of general risk functionals and its application</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Comparative and qualitative robustness for law-invariant risk measures</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Model-free CPPI</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Capacitary measures for completely monotone kernels via singular control</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A control problem with fuel constraint and Dawson-Watanabe superprocesses</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Drift dependence of optimal trade execution strategies under transient price impact</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Dynamical models for market impact and algorithms for optimal order execution.</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Finanzmathematik</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Probabilistic aspects of finance</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Robust strategies for optimal order execution in the Almgren-Chriss framework</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Order book resilience, price manipulation, and the positive portfolio problem</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Qualitative and infinitesimal robustness of tail-dependent statistical functionals</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Transient linear price impact and Fredholm integral equations</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Exponential resilience and decay of market impact</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Some mathematical aspects of market impact modeling</style>Drupal-Biblio6<style face="normal" font="default" size="100%">Stochastic finance</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Coherent and convex risk measures</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal basket liquidation for CARA investors is deterministic</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal execution strategies in limit order books with general shape functions</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal trade execution and absence of price manipulations in limit order book models</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Liquidation in the face of adversity: stealth vs. sunshine trading</style>Drupal-Biblio17<style face="normal" 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size="100%">Stochastic finance</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Convex measures of risk and trading constraints</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Geometric analysis for symmetric Fleming-Viot operators: Rademacher's theorem and exponential families</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Robust preferences and convex measures of risk</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Robust preferences and convex measures of risk</style>Drupal-Biblio6<style face="normal" font="default" size="100%">Stochastic finance</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Rademacher's theorem on configuration spaces and applications</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Cramer's condition and Sanov's theorem</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Large deviations for hierarchical systems of interacting jump processes</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Geometric aspects of Fleming-Viot and Dawson-Watanabe processes</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Moderate deviations and functional LIL for super-Brownian motion</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Sample path large deviations for super-Brownian motion</style>Drupal-Biblio6<style face="normal" font="default" size="100%">Grosse Abweichungen für die Pfade der Super-Brownschen Bewegung</style>