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UCSB electronic theses and dissertations
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Michael Ludkovski
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University of California, Santa Barbara. Statistics and Applied Probability
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Bechler, Kyle
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Lu, Chun-Hsiung
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Shen, Qunying
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Statistics and Applied Probability
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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