S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Paulwin Graewe · Study
Home
/
Author
Paulwin Graewe
3 works
· latest 2018
· 1 institutions
cluster: provisional
Follow
Claim this profile
h-index
3
i10
3
Citations
130
Works here
3
17
18
Most cited in this library
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience
2017 · 45 citations
Smooth solutions to portfolio liquidation problems under price-sensitive market impact
2017 · 44 citations
A Mean Field Game of Optimal Portfolio Liquidation *
2018 · 41 citations
Works
3 shown
A Mean Field Game of Optimal Portfolio Liquidation *
HAL
·
2018
·
4 authors
·
Open access
41
citations
Smooth solutions to portfolio liquidation problems under price-sensitive market impact
Stochastic Processes and their Applications
·
2017
·
3 authors
·
Open access
44
citations
Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience
SIAM Journal on Control and Optimization
·
2017
·
2 authors
·
Open access
45
citations