Jason Ricci, Ph.D. - Publications
Affiliations: | 2014 | Statistics | University of Toronto, Toronto, ON, Canada |
Area:
Statistics, FinanceYear | Citation | Score | |||
---|---|---|---|---|---|
2018 | Cartea Á, Jaimungal S, Ricci J. Trading Strategies Within The Edges Of No-Arbitrage International Journal of Theoretical and Applied Finance. 21: 1850025. DOI: 10.2139/Ssrn.2664567 | 0.49 | |||
2018 | Cartea Á, Jaimungal S, Ricci J. Algorithmic Trading, Stochastic Control, and Mutually-Exciting Processes Siam Review. 60: 673-703. DOI: 10.1137/18M1176968 | 0.546 | |||
2014 | Cartea Á, Jaimungal S, Ricci J. Buy low, sell high: A high frequency trading perspective Siam Journal On Financial Mathematics. 5: 415-444. DOI: 10.2139/Ssrn.1964781 | 0.539 | |||
Show low-probability matches. |