Luhui Gan
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Person:4559470
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 |
|---|---|---|
| Hedge and speculate: replicating option payoffs with limit and market orders SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
| Trading co-integrated assets with price impact Mathematical Finance | 2019-05-23 | Paper |
| Optimal decisions in a time priority queue Applied Mathematical Finance | 2018-12-03 | Paper |
Research outcomes over time
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