Can Jia

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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
Statistical characteristics of price impact in high-frequency trading
Studies in Nonlinear Dynamics & Econometrics
2023-04-19Paper
Optimal trade execution under jump diffusion process: a mean-VaR approach
Discrete Dynamics in Nature and Society
2019-02-20Paper


Research outcomes over time


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