Can Jia
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Statistical characteristics of price impact in high-frequency trading Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Optimal trade execution under jump diffusion process: a mean-VaR approach Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Research outcomes over time
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