Jason Ricci, Ph.D. - Publications

Affiliations: 
2014 Statistics University of Toronto, Toronto, ON, Canada 
Area:
Statistics, Finance

3 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year 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
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