Technical Uncertainty in Real Options with Learning
Al-Aradi, A
Cartea, A
Jaimungal, S
(15 Mar 2018)
doi:10.48550/arxiv.1803.05831
Foreign Exchange Markets with Last Look
Cartea, A
Jaimungal, S
Walton, J
(12 Jun 2018)
doi:10.48550/arxiv.1806.04460
Trading Cointegrated Assets with Price Impact
Cartea, A
Gan, L
Jaimungal, S
(03 Jul 2018)
doi:10.48550/arxiv.1807.01428
Hedging Non-Tradable Risks with Transaction Costs and Price Impact
Cartea, A
Donnelly, R
Jaimungal, S
(31 Jul 2019)
doi:10.48550/arxiv.1908.00054
Latency and Liquidity Risk
Cartea, Á
Jaimungal, S
Sánchez-Betancourt, L
(08 Aug 2019)
doi:10.48550/arxiv.1908.03281
Gradient-based estimation of linear Hawkes processes with general kernels
Cartea, Á
Cohen, S
Labyad, S
(20 Nov 2021)
doi:10.48550/arxiv.2111.10637
Optimal Execution and Speculation With Trade Signals
Bank, P
Cartea, Á
Körber, L
doi:10.2139/ssrn.4466270
Brokers and Informed Traders: dealing with toxic flow and extracting trading signals
Cartea, Á
Sánchez-Betancourt, L
(01 Jan 2022)
doi:10.2139/ssrn.4265814
Algorithmic Collusion in Electronic Markets: The Impact of Tick Size
Cartea, Á
Chang, P
Penalva, J
(01 Jan 2022)
doi:10.2139/ssrn.4105954
Where is the Value in High Frequency Trading?
Cartea, Á
Penalva, J
doi:10.2139/ssrn.4554933