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Volume 27, Issue 1-2

Applied Mathematical Finance

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Applied Mathematical Finance, Volume 27, Issue 1-2 (2020)

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Applied Mathematical Finance, Volume 27, Issue 1-2 (2020)

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Research Article

Article

Optimal Market Making under Partial Information with General Intensities

Luciano Campi & Diego Zabaljauregui

Pages: 1-45

Published online: 12 May 2020

AbstractforOptimal Market Making under Partial Information with General Intensities | Full Text | References | PDF (3.3 MB) | EPUB

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Original Articles

Article

Numerical Ross Recovery for Diffusion Processes Using a PDE Approach

Lina von Sydow & Johan Walden

Pages: 46-66

Published online: 18 Mar 2020

AbstractforNumerical Ross Recovery for Diffusion Processes Using a PDE Approach | Full Text | References | PDF (2 MB) | EPUB

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Open Access

Article

Spoofing and Price Manipulation in Order-Driven Markets

Álvaro Cartea, Sebastian Jaimungal & Yixuan Wang

Pages: 67-98

Published online: 18 Feb 2020

AbstractforSpoofing and Price Manipulation in Order-Driven Markets | Full Text | References | PDF (2.6 MB) | EPUB

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Research Article

Article

Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets

Arvind Shrivats & Sebastian Jaimungal

Pages: 99-131

Published online: 05 May 2020

AbstractforOptimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets | Full Text | References | PDF (3 MB) | EPUB

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Article

Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models

Ben Hambly, Jasdeep Kalsi & James Newbury

Pages: 132-170

Published online: 13 May 2020

AbstractforLimit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models | Full Text | References | PDF (2.8 MB) | EPUB

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Applied Mathematical Finance (Vol.27, Iss.1-2, 2020)

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