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Optimal trading: The importance of being adaptive.
- Published in:
- International Journal of Financial Engineering, 2021, v. 8, n. 4, p. 1, doi. 10.1142/S242478632050022X
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- Article
Closed‐loop Nash competition for liquidity.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 4, p. 1082, doi. 10.1111/mafi.12409
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- Article
Trading with the crowd.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 3, p. 548, doi. 10.1111/mafi.12390
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- Article
Protecting pegged currency markets from speculative investors.
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- Mathematical Finance, 2022, v. 32, n. 1, p. 405, doi. 10.1111/mafi.12324
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- Article
On the maximal displacement of near-critical branching random walks.
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- Probability Theory & Related Fields, 2021, v. 180, n. 1/2, p. 199, doi. 10.1007/s00440-021-01042-8
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- Article
On the maximal displacement of subcritical branching random walks.
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- Probability Theory & Related Fields, 2017, v. 167, n. 3/4, p. 1137, doi. 10.1007/s00440-016-0702-8
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- Article
Incorporating signals into optimal trading.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 2, p. 275, doi. 10.1007/s00780-019-00382-7
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- Article
Optimal portfolio liquidation in target zone models and catalytic superprocesses.
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- Finance & Stochastics, 2016, v. 20, n. 2, p. 495, doi. 10.1007/s00780-015-0280-0
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- Article