Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint. - Peter Bank; Moritz Voß (SIAM J. Control. Optim., 2018)

Optimal Investment with Transient Price Impact. - Peter Bank; Moritz Voß (SIAM J. Financial Math., 2019)

On Parametric Optimal Execution and Machine Learning Surrogates. - Tao Chen 042; Mike Ludkovski; Moritz Voß (CoRR, 2022)

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact. - Eyal Neuman; Moritz Voß (SIAM J. Financial Math., 2022)

In-Context Operator Learning for Linear Propagator Models. - Tingwei Meng; Moritz Voß; Nils Detering; Giulio Farolfi; Stanley J. Osher; Georg Menz (CoRR, 2025)