Sebastian Jaimungal

  1. Title:
    Statistical Arbitrage using Order Book Signals

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  2. Title:
    A Closed-Form Execution Strategy to Target VWAP

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  3. Title:
    Robust Market Making

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  4. Title:
    Incorporating Cash-Flow Distributions into Real Options: Risk and Ambiguity

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  5. Title:
    Kullback-Leibler barycentre of stochastic processes

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