Licher Str. 64
Giessen, 35394
Germany
Justus Liebig University Giessen
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Dynamic Mechanism Design, Optimal Stopping, Dynamic Implementability, Posted-Price Mechanism
illiquidity, basis risk, optimal liquidation, hedging, singular stochastic control, optimal stopping
Social Distancing, SIR model, Time-Optimal Control of an Epidemic
optimal liquidation, price impact, price-sensitive risk preferences, linear approximation, dynamic programming
optimal liquidation, price impact, stochastic control of trading speed, skewness, price-sensitive preferences
Optimal Stopping, Reflected Stochastic Processes, Dynamic Mechanism Design, Dynamic Implementability
F-Divergence, Model Risk, Risk Management, Robustness
F-Divergences, Model Risk, Robustness
