M. Derksen

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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
ACCOUNTING NOISE AND THE PRICING OF CoCos
International Journal of Theoretical and Applied Finance
2023-02-22Paper
Heavy tailed distributions in closing auctions
Physica A
2022-03-09Paper
Clearing price distributions in call auctions
Quantitative Finance
2020-12-07Paper


Research outcomes over time


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