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 |
|---|---|---|
| Optimal placement in a limit order book: an analytical approach Mathematics and Financial Economics | 2017-03-07 | Paper |
| Price dynamics in a Markovian limit order market SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
| Price dynamics in a Markovian limit order market SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
| The economic default time and the Arcsine law | 2010-12-03 | Paper |
Research outcomes over time
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