Alexandria Digital Research Library

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You searched for: Contributor Michael Ludkovski Remove constraint Contributor: Michael Ludkovski Collection UCSB electronic theses and dissertations Remove constraint Collection: UCSB electronic theses and dissertations Academic Department Statistics and Applied Probability Remove constraint Academic Department: Statistics and Applied Probability

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  1. Optimal execution with order flow

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

  2. 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

  3. European Option Pricing in Illiquid Markets

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