Felix Naujokat

MathSciNet


Ph.D. Humboldt-Universität zu Berlin and Humboldt-Universität zu Berlin 2011 Germany Germany
Dissertation: Stochastic control in limit order markets – curve following, portfolio liquidation and derivative valuation
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ulrich Horst

Ph.D. Humboldt-Universität zu Berlin and Humboldt-Universität zu Berlin 2011 Germany Germany
Dissertation: Stochastic control in limit order markets – curve following, portfolio liquidation and derivative valuation
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ulrich Horst

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