The following pages link to Thomas Cayé (Q253111):
Displayed 4 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)