The following pages link to Álvaro Cartea (Q300844):
Displaying 18 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Foreign exchange markets with last look (Q2633450) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766) (← links)
- How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723) (← links)
- Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- Trading co‐integrated assets with price impact (Q5377183) (← links)
- Hedging nontradable risks with transaction costs and price impact (Q5855943) (← links)
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
- Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets (Q6148555) (← links)
