Jonathan A. Chávez-Casillas
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Person:2283665
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 |
|---|---|---|
| A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process Communications in Nonlinear Science and Numerical Simulation | 2024-08-22 | Paper |
| Adaptive optimal market making strategies with inventory liquidation cost SIAM Journal on Financial Mathematics | 2024-08-12 | Paper |
| A time-dependent Markovian model of a limit order book | 2023-02-01 | Paper |
| A Stochastic Model for the Early Stages of Highly Contagious Epidemics by using a State-Dependent Point Process | 2022-09-18 | Paper |
| A level-1 limit order book with time dependent arrival rates Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
| A one-level limit order book model with memory and variable spread Stochastic Processes and their Applications | 2017-06-30 | Paper |
| Discrete stochastic metapopulation model with arbitrarily distributed infectious period Mathematical Biosciences | 2015-05-06 | Paper |
Research outcomes over time
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