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Cohen, S
Szpruch, L
(01 Jan 2011)
A limit order book model for latency arbitrage
Cohen, S
Szpruch, L
(21 Oct 2011)
On Markovian solutions to Markov Chain BSDEs
Cohen, S
Szpruch, L
(24 Nov 2011)
Black-Box Model Risk in Finance
Cohen, S
Snow, D
Szpruch, L
(01 Jan 2021)
Black-box model risk in finance
Cohen, S
Snow, D
Szpruch, L
(09 Feb 2021)
Identifiability in inverse reinforcement learning
Cao, H
Cohen, S
Szpruch, L
(07 Jun 2021)
Inefficiency of CFMs: hedging perspective and agent-based simulations
Cohen, S
Vidales, M
Šiška, D
Szpruch, Ł
(08 Feb 2023)
The Paradox of Adversarial Liquidation in Decentralised Lending
Cohen, S
Sabate-Vidales, M
Szpruch, L
Delaunay, M
The Economics of Interest Rate Models in Decentralised Lending Protocols
Cohen, S
Sánchez-Betancourt, L
Szpruch, L
Terence Tao: “Higher Order Fourier Analysis”
Sanders, T
Jahresbericht der Deutschen Mathematiker-Vereinigung
volume 115
issue 3-4
207-209
(26 Jan 2014)