The following pages link to Sebastian Jaimungal (Q300845):
Displaying 50 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- (Q1382998) (redirect page) (← links)
- Theta sectors and thermodynamics of a classical adjoint gas (Q1382999) (← links)
- Wilson loops, Bianchi constraints and duality in abelian lattice models (Q1571971) (← links)
- Using managerial revenue and cost estimates to value early stage real option investments (Q1698282) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Exploratory LQG mean field games with entropy regularization (Q2116646) (← links)
- Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems (Q2203457) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- Foreign exchange markets with last look (Q2633450) (← links)
- (Q2712434) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- VALUING EARLY-EXERCISE INTEREST-RATE OPTIONS WITH MULTI-FACTOR AFFINE MODELS (Q2862511) (← links)
- Valuing clustering in catastrophe derivatives (Q2879024) (← links)
- Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility (Q2879036) (← links)
- Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING (Q3498238) (← links)
- Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models (Q3617304) (← links)
- Fourier space time-stepping for option pricing with Lévy models (Q3622838) (← links)
- Enhancing trading strategies with order book signals (Q4559323) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (Q4595297) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- A two-state jump model (Q4647253) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- LOOPS, SURFACES AND GRASSMANN REPRESENTATION IN TWO- AND THREE-DIMENSIONAL ISING MODELS (Q4947449) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Robust Risk-Aware Reinforcement Learning (Q5065087) (← links)
- Double Deep Q-Learning for Optimal Execution (Q5093248) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
- Trading Foreign Exchange Triplets (Q5123451) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets (Q5126681) (← links)
- Trading algorithms with learning in latent alpha models (Q5241561) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- (Q5263525) (← links)
- Trading co‐integrated assets with price impact (Q5377183) (← links)
