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Accounting for risk aversion in derivatives purchase timing
Leung, Tim; Ludkovski, Mike - In: Mathematics and financial economics 6 (2012) 4, pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
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Order flows and limit order book resiliency on the Meso-scale
Bechler, Kyle; Ludkovski, Mike - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-33
Persistent link: https://www.econbiz.de/10011988892
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On parametric optimal execution and machine learning surrogates
Chen, Tao; Ludkovski, Mike; Voß, Moritz - In: Quantitative finance 24 (2024) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
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Joint models for cause-of-death mortality in multiple populations
Nhan Huynh; Ludkovski, Mike - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 51-77
Persistent link: https://www.econbiz.de/10014519968