Pietro Fodra

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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!

PublicationDate of PublicationType
Semi-Markov model for market microstructure
Applied Mathematical Finance
2018-09-18Paper
High frequency trading and asymptotics for small risk aversion in a Markov renewal model
SIAM Journal on Financial Mathematics
2015-08-28Paper


Research outcomes over time


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