Silviu Predoiu

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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
Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
Stochastic Processes and their Applications
2014-02-06Paper
Optimal Execution in a General One-Sided Limit-Order Book
SIAM Journal on Financial Mathematics
2011-05-02Paper


Research outcomes over time


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