Jonathan A. Chávez-Casillas

Available identifiers

zbMath Open chavez-casillas.jonathan-aMaRDI QIDQ2283665

List of research outcomes

Publication	Date of Publication	Type
A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process	2024-08-22	Paper
Adaptive optimal market making strategies with inventory liquidation cost	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	2020-01-13	Paper
A one-level limit order book model with memory and variable spread	2017-06-30	Paper
Discrete stochastic metapopulation model with arbitrarily distributed infectious period	2015-05-06	Paper

Research outcomes over time

This page was built for person: Jonathan A. Chávez-Casillas