All Stories

  1. Price manipulation in a market impact model with dark pool

    Article • Applied Mathematical Finance, September 2017, Taylor & Francis

    Alexander Schied

  2. Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions

    Article • Mathematics of Operations Research, August 2016, INFORMS

    Alexander Schied

  3. Stochastic Finance

    Article • Statistics & Risk Modeling, January 2015, De Gruyter

    Alexander Schied