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Jason Ricci
Publication Activity (10 Years)
Years Active: 2014-2018
Publications (10 Years): 1
Top Topics
High Frequencies
Subband
Stochastic Control
Wavelet Decomposition
Top Venues
SIAM J. Financial Math.
SIAM Rev.
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Publications
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Álvaro Cartea
,
Sebastian Jaimungal
,
Jason Ricci
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes.
SIAM Rev.
60 (3) (2018)
Álvaro Cartea
,
Sebastian Jaimungal
,
Jason Ricci
Buy Low, Sell High: A High Frequency Trading Perspective.
SIAM J. Financial Math.
5 (1) (2014)