Switching Cost Models as Hypothesis Tests
Cohen, S
Henckel, T
Menzies, G
Muhle-Karbe, J
Zizzo, D
(01 Jan 2018)
Statistical Predictions of Trading Strategies in Electronic Markets
Cartea, Á
Cohen, S
Graumans, R
Labyad, S
Sánchez-Betancourt, L
van Veldhuijzen, L
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
Cohen, S
Tegnér, M
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
volume 289
123-167
(01 Sep 2019)
Correlated Bandits for Dynamic Pricing Via the Arc Algorithm
Treetanthiploet, T
Cohen, S
(01 Jan 2021)
Rational approximation of $x^n$
Nakatsukasa, Y
Trefethen, L
(03 Jan 2018)
Polynomial and rational convergence rates for Laplace problems on planar domains
Trefethen, L
(29 Nov 2023)
The first five years of the AAA algorithm
Nakatsukasa, Y
Sete, O
Trefethen, L
(06 Dec 2023)
A Limit Order Book Model for Latency Arbitrage
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)