Julian Lorenz
Julian Lorenz
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TitleCited byYear
Adaptive arrival price
R Almgren, J Lorenz
Trading 2007 (1), 59-66, 2007
1212007
Mean–variance optimal adaptive execution
J Lorenz, R Almgren
Applied Mathematical Finance 18 (5), 395-422, 2011
852011
Bayesian adaptive trading with a daily cycle
R Almgren, J Lorenz
The Journal of Trading 1 (4), 38-46, 2006
642006
Optimal algorithms for k-search with application in option pricing
J Lorenz, K Panagiotou, A Steger
Algorithmica 55 (2), 311-328, 2009
452009
Optimal trading algorithms
J Lorenz
Ph. D. thesis, ETH Zurich. 5, 7, 2008
292008
Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search
JM Lorenz
ETH, 2008
292008
Difference ladder operators for a harmonic Schrödinger oscillator using unitary linear lattices
A Ruffing, J Lorenz, K Ziegler
Journal of computational and applied mathematics 153 (1), 395-410, 2003
152003
Simulation of a limit order driven market
J Lorenz, J Osterrieder
The Journal Of Trading 4 (1), 23-30, 2009
122009
Adaptive arrival price
J Lorenz, R Almgren
Institutional Investor Journals 5, 2007
72007
Observational learning in random networks
J Lorenz, M Marciniszyn, A Steger
Learning Theory, 574-588, 2007
62007
Optimal algorithms for k-search with application in option pricing
J Lorenz, K Panagiotou, A Steger
Algorithms–ESA 2007, 275-286, 2007
52007
Von Neumann and Newman poker with a flip of hand values
N Bernasconi, J Lorenz, R Spöhel
Discrete Mathematics 311 (21), 2337-2345, 2011
22011
Technische Universität München Fakultät für Mathematik
J Lorenz, DIJ Remy
2*
OPTIMAL EXECUTION OF PORTFOLIO TRANSACTIONS
J LORENZ
Knowing Less is More: Observational Learning in Random Networks
J Lorenz, M Marciniszyn, A Steger
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Articles 1–15