Jonathan A. Chávez Casillas

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 3

Top Topics

Stochastic Model

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

SIAM J. Financial Math.

Publications

Jonathan A. Chávez Casillas, José E. Figueroa-López, Chuyi Yu, Yi Zhang
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost. SIAM J. Financial Math. 15 (3) (2024)
James Baglama, Jonathan A. Chávez Casillas, Vasilije Perovic
A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold. CoRR (2024)
Jonathan A. Chávez Casillas
A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process. Commun. Nonlinear Sci. Numer. Simul. 136 (2024)