Person:6158405
From MaRDI portal
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 |
|---|---|---|
| Spot beta estimation with asynchronous noisy prices Quantitative Finance | 2025-07-18 | Paper |
| From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution Quantitative Finance | 2023-06-20 | Paper |
Research outcomes over time
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