A reflected moving boundary problem driven by space–time white noise
Hambly, Ben, Kalsi, Jasdeep
Published in Stochastic partial differential equations : analysis and computations (01.12.2019)
Published in Stochastic partial differential equations : analysis and computations (01.12.2019)
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Journal Article
Optimal execution with rough path signatures
Kalsi, Jasdeep, Lyons, Terry, Imanol Perez Arribas
Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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Published in IDEAS Working Paper Series from RePEc (01.01.2019)
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