| Hedging with temporary price impact P Bank, HM Soner, M Voß Mathematics and Financial Economics 11 (2), pp. 215-239, 2017 | 102 | 2017 |
| 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 | 57 | 2011 |
| Optimal signal-adaptive trading with temporary and transient price impact E Neuman, M Voß SIAM Journal on Financial Mathematics 13 (2), 551-557, 2022 | 37 | 2022 |
| 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 | 37 | 2018 |
| Trading with the Crowd E Neuman, M Voß Mathematical Finance 33 (3), 548-617, 2023 | 18 | 2023 |
| Optimal investment with transient price impact P Bank, M Voß SIAM Journal on Financial Mathematics 10 (3), pp. 723-768, 2019 | 18 | 2019 |
| A two-player portfolio tracking game M Voß Mathematics and Financial Economics 16 (4), 779-809, 2022 | 11* | 2022 |
| Equilibrium in Functional Stochastic Games with Mean-Field Interaction EA Jaber, E Neuman, M Voß arXiv preprint arXiv:2306.05433, 2023 | 7 | 2023 |
| On parametric optimal execution and machine learning surrogates T Chen, M Ludkovski, M Voß Quantitative Finance 24 (1), 15-34, 2024 | 3 | 2024 |
| Dynamic hedging in illiquid financial markets M Voß Dissertation, TU Berlin, 2017 | 2 | 2017 |
| Aggregation of financial markets G Menz, M Voß arXiv preprint arXiv:2309.04116, 2023 | | 2023 |
Eyal NeumanImperial College London在 imperial.ac.uk 的电子邮件经过验证
