Kalsi, Jasdeep

1. Optimal execution with rough path signatures
   2019/05/02 by Kalsi, Jasdeep, Lyons, Terry, Arribas, Imanol Perez · 9 citations
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. A Reflected Moving Boundary Problem Driven by Space-Time White Noise
   2018/05/25 by Ben Hambly, Jasdeep Kalsi, Hambly, Ben +1 · 3 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
   2018/08/21 by Ben Hambly, Jasdeep Kalsi, Hambly, Ben +3 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications