Ryan Donnelly
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Person:2879034
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 |
|---|---|---|
| Liquidity competition between brokers and an informed trader International Journal of Theoretical and Applied Finance | 2026-02-23 | Paper |
| Exploratory Control with Tsallis Entropy for Latent Factor Models SIAM Journal on Financial Mathematics | 2024-03-22 | Paper |
| Optimal Execution: A Review Applied Mathematical Finance | 2023-02-28 | Paper |
| Insider trading with temporary price impact International Journal of Theoretical and Applied Finance | 2021-06-18 | Paper |
| Optimal trading with differing trade signals Applied Mathematical Finance | 2021-06-17 | Paper |
| Hedging nontradable risks with transaction costs and price impact Mathematical Finance | 2021-03-23 | Paper |
| Effort expenditure for cash flow in a mean-field equilibrium International Journal of Theoretical and Applied Finance | 2019-06-24 | Paper |
| Enhancing trading strategies with order book signals Applied Mathematical Finance | 2018-12-03 | Paper |
| Optimal decisions in a time priority queue Applied Mathematical Finance | 2018-12-03 | Paper |
| Algorithmic trading with model uncertainty SIAM Journal on Financial Mathematics | 2018-03-12 | Paper |
| Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility Quantitative Finance | 2014-09-05 | Paper |
Research outcomes over time
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