Results for “Contributor: Michael Ludkovski” | Alexandria Digital Research Library

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Optimal execution with order flow

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Bechler, Kyle
Creation Date:: 2015
Issued Date:: 2015

Stochastic Filtering Problem with Financial Application to High Frequency Trading

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Lu, Chun-Hsiung
Creation Date:: 2014
Issued Date:: 2014

European Option Pricing in Illiquid Markets

Format:: Text
Collection:: UCSB electronic theses and dissertations
Author:: Shen, Qunying
Creation Date:: 2012
Issued Date:: 2012