Paulwin Graewe

Identifiers

• name variant Paulwin Graewe 0.60 · backfill

Papers (3)

1. Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience math.OC · 2016 · author #1
2. Smooth solutions to portfolio liquidation problems under price-sensitive market impact q-fin.PM · 2013 · author #1
3. A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions math.OC · 2013 · author #1

Mentions

• 1309.0474 #1 · backfill · confidence 0.70 Paulwin Graewe
• 1309.0461 #1 · backfill · confidence 0.70 Paulwin Graewe

Frequent Coauthors

• Ulrich Horst 3 shared papers
• Eric S\'er\'e 1 shared papers
• Jinniao Qiu 1 shared papers