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PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES
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- Journal:
- The ANZIAM Journal / Volume 61 / Issue 2 / April 2019
- Published online by Cambridge University Press:
- 06 May 2019, pp. 161-194
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Conditional Sojourn times and the volatility of payment schemes for bandwidth sharing in packet networks
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
- Published online by Cambridge University Press:
- 30 March 2016, pp. 962-980
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- December 2015
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Law of Large Numbers for Dynamic Bargaining Markets
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 45-54
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- March 2008
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An optimal sequential procedure for a buying-selling problem with independent observations
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 454-462
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- June 2006
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A revenue-equivalence theorem for electricity auctions
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 299-312
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- June 2004
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