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Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses
Presenter
- Eyal Neuman
April 16, 2015
IPAM
Dark-pool perspective of optimal market making
Presenter
- Maria Alessandra Crisafi
April 16, 2015
IPAM
Stationary distributions in Poisson limit order book models
Presenter
- Ioane Muni Toke
April 16, 2015
IPAM
An optimal trading problem in intraday electricity markets (Pham)
Presenter
- Huyên Pham
April 15, 2015
IPAM
Using a simulator to develop futures and bond algorithms
Presenter
- Robert Almgren
April 15, 2015
IPAM
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Presenter
- Austin Gerig
April 15, 2015
IPAM
Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Presenter
- Sebastian Jaimungal
April 15, 2015
IPAM
