Publikationen
- 2022
- J. Kienitz, "Semi-Analytic Conditional Expectations", RISK, vol. 7, 2022.
- M. Hutzenthaler, T. Kruse and T. A. Nguyen, "On the speed of convergence of Picard iterations of BSDEs", Probability, Uncertainty and Quantitative Risk, vol. 7, no. 2, 2022. American Institute of Mathematical Sciences.
- J. Ackermann, T. Kruse and M. Urusov, "Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems", arXiv preprint arXiv:2206.03772, 2022.
- J. Ackermann, T. Kruse and M. Urusov, "Self-exciting price impact via negative resilience in stochastic order books", Annals of Operations Research, pp. 1--23, 2022. Springer.
- S. Ankirchner, T. Kruse, W. Löhr and M. Urusov, "Properties of the EMCEL scheme for approximating irregular diffusions", Journal of Mathematical Analysis and Applications, vol. 509, no. 1, pp. 125931, 2022. Academic Press.
