Equilibrium returns with transaction costs. - Bruno Bouchard 002; Masaaki Fukasawa; Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

Stability of Radner equilibria with respect to small frictions. - Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

Model-based gym environments for limit order book trading. - Joseph Jerome; Leandro Sánchez-Betancourt; Rahul Savani; Martin Herdegen (CoRR, 2022)

Mbt-gym: Reinforcement learning for model-based limit order book trading. - Joseph Jerome; Leandro Sánchez-Betancourt; Rahul Savani; Martin Herdegen (ICAIF, 2023)

Liquidity Provision with Adverse Selection and Inventory Costs. - Martin Herdegen; Johannes Muhle-Karbe; Florian Stebegg (Math. Oper. Res., 2023)

ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures. - Martin Herdegen; Nazem Khan (Math. Oper. Res., 2025)

Market Making with Exogenous Competition. - Robert Boyce; Martin Herdegen; Leandro Sánchez-Betancourt (SIAM J. Financial Math., 2025)