Yuemeng Sun
From MaRDI portal
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 |
|---|---|---|
| Price manipulation in a market impact model with dark pool Applied Mathematical Finance | 2018-04-06 | Paper |
| Optimal Execution of Derivatives: A Taylor Expansion Approach Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
| Separation results for multi-product inventory hedging problems Annals of Operations Research | 2016-05-19 | Paper |
Research outcomes over time
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