The following pages link to Álvaro Cartea (Q300844):
Displaying 36 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Foreign exchange markets with last look (Q2633450) (← 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)
- Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766) (← links)
- How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723) (← links)
- Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- Enhancing trading strategies with order book signals (Q4559323) (← 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 execution with limit and market orders (Q4619495) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Trading Foreign Exchange Triplets (Q5123451) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- Adaptive Robust Control in Continuous Time (Q5158383) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- (Q5263525) (← links)
- Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis (Q5363233) (← links)
- Trading co‐integrated assets with price impact (Q5377183) (← links)
- Hedging nontradable risks with transaction costs and price impact (Q5855943) (← links)
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
- Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets (Q6148555) (← links)
