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Optimal market making in the presence of latency
Gao, Xuefeng
;
Wang, Yunhan
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1495-1512
Persistent link: https://www.econbiz.de/10012295618
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2
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
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3
Order scoring, bandit learning and order cancellations
Gao, Xuefeng
;
Xu, Tianrun
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013384695
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4
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
Zhu, Lingjiong
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 544-550
Persistent link: https://www.econbiz.de/10010227943
Saved in:
5
Stocking under random demand and product variety : exact models and heuristics
Ghosh, Vashkar
;
Paul, Anand
;
Zhu, Lingjiong
- In:
Production and operations management : the flagship …
31
(
2022
)
3
,
pp. 1006-1032
Persistent link: https://www.econbiz.de/10013164032
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6
Small-noise limit of the quasi-Gaussian log-normal HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Operations research letters
45
(
2017
)
1
,
pp. 6-11
Persistent link: https://www.econbiz.de/10011687046
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7
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
8
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
Saved in:
9
Approximate variational estimation for a model of network formation
Mele, Angelo
;
Zhu, Lingjiong
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10014293245
Saved in:
10
Explicit solution to the economic index of riskiness
Cui, Zhenyu
;
Wu, Cai
;
Zhu, Lingjiong
- In:
Economics letters
232
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014464164
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