Alexandria Digital Research Library

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Alexandria Digital Research Library

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Format

Text3

Collection

UCSB electronic theses and dissertations3

Contributor

Michael Ludkovski[remove]3
University of California, Santa Barbara. Statistics and Applied Probability3
Bechler, Kyle1
Lu, Chun-Hsiung1
Shen, Qunying1

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Dissertations, Academic3
Online resources3

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Current results range from 2012 to 2015

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Statistics and Applied Probability3

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In Copyright3

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Optimal execution with order flow

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Stochastic Filtering Problem with Financial Application to High Frequency Trading

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European Option Pricing in Illiquid Markets

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Version master updated 08 March 2023

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