Optimal portfolio liquidation with additional information Stefan AnkirchnerChristophette Blanchet-ScallietAnne Eyraud-Loisel OriginalPaper 31 May 2015 Pages: 1 - 14
Liquidation with self-exciting price impact Thomas CayéJohannes Muhle-Karbe OriginalPaper 04 July 2015 Pages: 15 - 28
Positive alphas and a generalized multiple-factor asset pricing model Robert JarrowPhilip Protter OriginalPaper 02 July 2015 Pages: 29 - 48
An optimal trading problem in intraday electricity markets René AïdPierre GruetHuyên Pham OriginalPaper 04 July 2015 Pages: 49 - 85
Cost-efficient contingent claims with market frictions Mario Ghossoub OriginalPaper 29 July 2015 Pages: 87 - 111