Leandro Sánchez-Betancourt
From MaRDI portal
Person:2039765
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 |
|---|---|---|
| Information-Based Trading (available as arXiv preprint) | N/A | Paper |
| Nash equilibrium between brokers and traders Finance and Stochastics | 2026-07-09 | Paper |
| Detecting toxic flow Quantitative Finance | 2026-04-15 | Paper |
| Adaptive-robust portfolio optimisation Mathematics and Financial Economics | 2026-03-24 | Paper |
| Market making with exogenous competition SIAM Journal on Financial Mathematics | 2025-08-05 | Paper |
| A mean field game between informed traders and a broker SIAM Journal on Financial Mathematics | 2025-05-14 | Paper |
| Brokers and informed traders: dealing with toxic flow and extracting trading signals SIAM Journal on Financial Mathematics | 2025-05-14 | Paper |
| Information-based trading International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
| Valuation of a financial claim contingent on the outcome of a quantum measurement Journal of Physics A: Mathematical and Theoretical | 2024-07-16 | Paper |
| Price Impact Without Averaging Applied Mathematical Finance | 2024-04-23 | Paper |
| Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes SIAM Journal on Control and Optimization | 2024-03-26 | Paper |
| Double-Execution Strategies Using Path Signatures SIAM Journal on Financial Mathematics | 2023-01-04 | Paper |
| Optimal execution with stochastic delay Finance and Stochastics | 2022-12-28 | Paper |
| Pricing with variance gamma information Financial Informatics | 2022-04-29 | Paper |
| Pricing with variance gamma information Financial Informatics | 2022-04-29 | Paper |
| Latency and liquidity risk International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
| Lévy-Ito models in finance Probability Surveys | 2021-07-05 | Paper |
| The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets SIAM Journal on Financial Mathematics | 2021-05-04 | Paper |
Research outcomes over time
This page was built for person: Leandro Sánchez-Betancourt
