Optimal cross-border electricity trading
Cartea, Á Flora, M Vargiolu, T Slavov, G SIAM Journal on Financial Mathematics volume 13 issue 1 262 (14 Mar 2022) doi:10.1137/21M1398537
Optimal Execution of Foreign Securities: A Double-Execution Problem with Signatures and Machine Learning
Cartea, Á Arribas, I Sánchez-Betancourt, L (01 Jan 2020) doi:10.2139/ssrn.3562251
Adaptive Robust Control in Continuous-Time
Bhudisaksang, T Cartea, Á SSRN Electronic Journal (01 Jan 2020) doi:10.2139/ssrn.3571991
Online Drift Estimation for Jump-Diffusion Processes
Bhudisaksang, T Cartea, Á SSRN Electronic Journal (01 Jan 2020) doi:10.2139/ssrn.3540252
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders
Cartea, Á Gan, L Jaimungal, S (01 Jan 2017) doi:10.2139/ssrn.2952132
Searches for Neutrinos from Large High Altitude Air Shower Observatory Ultra-high-energy γ-Ray Sources Using the IceCube Neutrino Observatory
Abbasi, R Ackermann, M Adams, J Aggarwal, N Aguilar, J Ahlers, M Alameddine, J Alves, A Amin, N Andeen, K Anderson, T Anton, G Argüelles, C Ashida, Y Athanasiadou, S Axani, S Bai, X V., A Baricevic, M Barwick, S Basu, V Bay, R Beatty, J Becker, K Tjus, J The Astrophysical Journal Letters volume 945 issue 1 L8-L8 (01 Mar 2023) doi:10.3847/2041-8213/acb933
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