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Moritz Voß
Moritz Voß
Hedrick Assistant Adjunct Professor, UC Los Angeles
Verified email at math.ucla.edu - Homepage
Title
Cited by
Cited by
Year
Hedging with temporary price impact
P Bank, HM Soner, M Voß
Mathematics and Financial Economics 11 (2), pp. 215-239, 2017
952017
Pricing options on variance in affine stochastic volatility models
J Kallsen, J Muhle‐Karbe, M Voß
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
552011
Linear quadratic stochastic control problems with stochastic terminal constraint
P Bank, M Voß
SIAM Journal on Control and Optimization 56 (2), pp. 672-699, 2018
352018
Optimal signal-adaptive trading with temporary and transient price impact
E Neuman, M Voß
SIAM Journal on Financial Mathematics 13 (2), 551-557, 2022
282022
Optimal investment with transient price impact
P Bank, M Voß
SIAM Journal on Financial Mathematics 10 (3), pp. 723-768, 2019
172019
Trading with the Crowd
E Neuman, M Voß
Mathematical Finance 33 (3), 548-617, 2023
152023
A two-player portfolio tracking game
M Voß
Mathematics and Financial Economics 16 (4), 779-809, 2022
10*2022
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
EA Jaber, E Neuman, M Voß
arXiv preprint arXiv:2306.05433, 2023
62023
On parametric optimal execution and machine learning surrogates
T Chen, M Ludkovski, M Voß
Quantitative Finance 24 (1), 15-34, 2024
32024
Dynamic hedging in illiquid financial markets
M Voß
Dissertation, TU Berlin, 2017
22017
Aggregation of financial markets
G Menz, M Voß
arXiv preprint arXiv:2309.04116, 2023
2023
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Articles 1–11