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Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian - In: Applied mathematical finance 20 (2013) 5/6, pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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Spoofing and price manipulation in order-driven markets
Cartea, Álvaro; Jaimungal, Sebastian; Wang, Yixuan - In: Applied mathematical finance 27 (2020) 1/2, pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
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Enhancing trading strategies with order book signals
Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 1/2, pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
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Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Hikspoors, Samuel; Jaimungal, Sebastian - In: Applied mathematical finance 15 (2008) 5/6, pp. 449-477
Persistent link: https://www.econbiz.de/10003815252
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Optimal generation and trading in solar renewable energy certificate (SREC) markets
Shrivats, Arvind; Jaimungal, Sebastian - In: Applied mathematical finance 27 (2020) 1/2, pp. 99-131
Persistent link: https://www.econbiz.de/10012254107
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Mean-field game strategies for optimal execution
Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba - In: Applied mathematical finance 26 (2019) 2, pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
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Outperformance and tracking : dynamic asset allocation for active and passive portfolio management
Al-Aradi, Ali; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 3/4, pp. 268-294
Persistent link: https://www.econbiz.de/10012128951
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Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
Hikspoors, Samuel; Jaimungal, Sebastian - In: Applied mathematical finance 15 (2008) 5, pp. 449-478
Persistent link: https://www.econbiz.de/10008155115
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Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
Hikspoors, Samuel; Jaimungal, Sebastian - In: Applied mathematical finance 15 (2008) 5, pp. 449-478
Persistent link: https://www.econbiz.de/10008715283
Cover Image
Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
Hikspoors, Samuel; Jaimungal, Sebastian - In: Applied mathematical finance 15 (2008) 5, pp. 449-478
Persistent link: https://www.econbiz.de/10008716622