Thomas Cayé
From MaRDI portal
Person:253111
Available identifiers
zbMath Open caye.thomasMaRDI QIDQ253111
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 |
|---|---|---|
| Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case | 2023-09-27 | Paper |
| Trading with small nonlinear price impact | 2020-08-17 | Paper |
| Scaling limits of processes with fast nonlinear mean reversion | 2020-04-07 | Paper |
| Liquidation with self-exciting price impact | 2016-03-08 | Paper |
Research outcomes over time
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