SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Moritz Voß · Study

Home/Author

Moritz Voß

4 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0002-5047-6280

h-index4

i104

Citations205

Works here4

10

16

18

22

Most cited in this library

Hedging with temporary price impact2016 · 90 citations
PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS2010 · 43 citations
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact2022 · 42 citations
Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint2018 · 30 citations

Works

4 shown

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact

SIAM Journal on Financial Mathematics·2022·2 authors·Open access

42citations

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint

SIAM Journal on Control and Optimization·2018·2 authors·Open access

30citations

Hedging with temporary price impact

Mathematics and Financial Economics·2016·3 authors

90citations

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Mathematical Finance·2010·3 authors·Open access

43citations