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
2-gerbes and 2-Tate spaces
Arkhipov, S
Kremnizer, K
(31 Aug 2007)
Integrated Information-induced quantum collapse
Kremnizer, K
Ranchin, A
(05 May 2014)