Sasha Stoikov
From MaRDI portal
Person:836037
Available identifiers
zbMath Open stoikov.sasha-fMaRDI QIDQ836037
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 | 2018-11-14 | Paper |
| Forecasting prices from level-I quotes in the presence of hidden liquidity | 2012-10-23 | Paper |
| A Stochastic Model for Order Book Dynamics | 2011-11-17 | Paper |
| Option market making under inventory risk | 2009-08-31 | Paper |
| High-frequency trading in a limit order book | 2008-05-22 | Paper |
| PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER | 2008-05-14 | Paper |
| Picky Eaters Make For Better Raters | N/A | Paper |
Research outcomes over time
This page was built for person: Sasha Stoikov
