Guo, Xin; de Larrard, Adrien; Ruan, Zhao Optimal placement in a limit order book: an analytical approach. (English) Zbl 1409.91234 Math. Financ. Econ. 11, No. 2, 189-213 (2017). Reviewer: Gerhard-Wilhelm Weber (Ankara) with Efsun Kürüm MSC: 91G20 60G50 90C40 PDFBibTeX XMLCite \textit{X. Guo} et al., Math. Financ. Econ. 11, No. 2, 189--213 (2017; Zbl 1409.91234) Full Text: DOI
Pennanen, Teemu; Perkkiö, Ari-Pekka; Rásonyi, Miklós Existence of solutions in non-convex dynamic programming and optimal investment. (English) Zbl 1401.90255 Math. Financ. Econ. 11, No. 2, 173-188 (2017). Reviewer: Tatiana Mamedova (Saransk) MSC: 90C39 91G80 PDFBibTeX XMLCite \textit{T. Pennanen} et al., Math. Financ. Econ. 11, No. 2, 173--188 (2017; Zbl 1401.90255) Full Text: DOI arXiv Link