Narrow search
Showing 1 - 3 of 3
Cover Image
Transform analysis for Hawkes processes with applications in dark pool trading
Gao, Xuefeng; Zhou, Xiang; Zhu, Lingjiong - In: Quantitative finance 18 (2018) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10011905921
Cover Image
Detecting and identifying arbitrage in the spot foreign exchange market
Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong - In: Quantitative finance 20 (2020) 1, pp. 119-132
Persistent link: https://www.econbiz.de/10012194858
Cover Image
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan; Zhu, Lingjiong - In: Quantitative finance 24 (2024) 3/4, pp. 433-449
Persistent link: https://www.econbiz.de/10014552074