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 |
|---|---|---|
| Reducing transaction costs with low-latency trading algorithms Quantitative Finance | 2018-11-14 | Paper |
| Forecasting prices from level-I quotes in the presence of hidden liquidity Algorithmic Finance | 2012-10-23 | Paper |
| A stochastic model for order book dynamics Operations Research | 2011-11-17 | Paper |
| Option market making under inventory risk Review of Derivatives Research | 2009-08-31 | Paper |
| High-frequency trading in a limit order book Quantitative Finance | 2008-05-22 | Paper |
| PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER International Journal of Theoretical and Applied Finance | 2008-05-14 | Paper |
| Picky Eaters Make For Better Raters (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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