Jason Ricci

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!

PublicationDate of PublicationType
Algorithmic trading, stochastic control, and mutually exciting processes
SIAM Review
2018-08-14Paper
Trading strategies within the edges of no-arbitrage
International Journal of Theoretical and Applied Finance
2018-06-07Paper
Buy Low, Sell High: A High Frequency Trading Perspective
SIAM Journal on Financial Mathematics
2015-01-20Paper


Research outcomes over time


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