2 papers
q-fin.TR2025
Optimal Liquidation with Signals: the General Propagator Case
Eduardo Abi Jaber, Eyal Neuman
We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra-type propagator along with temporary price imp…
math.PR2025
The radius of a self-repelling star polymer
Carl Mueller, Eyal Neuman
We study the effective radius of weakly self-avoiding star polymers in one, two, and three dimensions. Our model includes Brownian motions up to time , started at the origin…