Moritz Voß

According to our database¹, Moritz Voß authored at least 4 papers between 2018 and 2022.

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2022

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2022

On Parametric Optimal Execution and Machine Learning Surrogates.

[BibT_eX]

[DOI]

CoRR, 2022

2019

Optimal Investment with Transient Price Impact.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2019

2018

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2018