A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes von Krätschmer, Volker, Urusov, Mikhail

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Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models von Ackermann, Julia, Kruse, Thomas, Urusov, Mikhail

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On the martingale property of certain local martingales von Mijatović, Aleksandar, Urusov, Mikhail

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Properties of the EMCEL scheme for approximating irregular diffusions von Ankirchner, Stefan, Kruse, Thomas, Löhr, Wolfgang, Urusov, Mikhail

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Numerical approximation of irregular SDEs via Skorokhod embeddings von Ankirchner, Stefan, Kruse, Thomas, Urusov, Mikhail

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Variance reduction for discretised diffusions via regression von Belomestny, Denis, Häfner, Stefan, Nagapetyan, Tigran, Urusov, Mikhail

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Self-exciting price impact via negative resilience in stochastic order books von Ackermann, Julia, Kruse, Thomas, Urusov, Mikhail

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On a Class of Optimal Stopping Problems for Diffusions with Discontinuous Coefficients von Rüschendorf, Ludger, Urusov, Mikhail A.

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Truncated control variates for weak approximation schemes von Belomestny, Denis, Häfner, Stefan, Urusov, Mikhail

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Wasserstein convergence rates for random bit approximations of continuous Markov processes von Ankirchner, Stefan, Kruse, Thomas, Urusov, Mikhail

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Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems von Ackermann, Julia, Kruse, Thomas, Urusov, Mikhail

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Optimal trade execution in order books with stochastic liquidity von Fruth, Antje, Schöneborn, Torsten, Urusov, Mikhail

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Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters von Ackermann, Julia, Kruse, Thomas, Urusov, Mikhail

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Necessary and sufficient conditions for the $r$-excessive local martingales to be martingales von Urusov, Mikhail, Zervos, Mihail

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OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY von Fruth, Antje, Schöneborn, Torsten, Urusov, Mikhail

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WLLN for arrays of nonnegative random variables von Ankirchner, Stefan, Kruse, Thomas, Urusov, Mikhail

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Convergence of integral functionals of one-dimensional diffusions von Mijatovic, Aleksandar, Urusov, Mikhail

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On the Loss of the Semimartingale Property at the Hitting Time of a Level von Mijatović, Aleksandar, Urusov, Mikhail

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Regression-Based Complexity Reduction of the Nested Monte Carlo Methods von Belomestny, Denis, Häfner, Stefan, Urusov, Mikhail

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No arbitrage and the existence of ACLMMs in general diffusion models von Criens, David, Urusov, Mikhail

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