Applied and Computational Mathematics (ACM)

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.

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