Skip to content

Commit

Permalink
Update research.html
Browse files Browse the repository at this point in the history
  • Loading branch information
leandro-sbetancourt committed Jun 4, 2024
1 parent e84b63e commit 7fc584a
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions research.html
Original file line number Diff line number Diff line change
Expand Up @@ -67,8 +67,8 @@ <h3 class="push-down-4"><span>Research papers</span></h3>

<h5>Published/accepted journal papers</h5>
<ul>
<li>Hughston, L. P., & Sánchez-Betancourt, L. (2024). Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement. <em><u>Journal of Physics A: Mathematical and Theoretical</u></em> (forthcoming) <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4451933">Link</a>.
<li>Bouzianis, G., Hughston, L. P., & Sánchez-Betancourt, L. (2024). Information-based Trading. <em><u>International Journal of Theoretical and Applied Finance</u></em> (forthcoming) <a href="https://arxiv.org/abs/2201.08875">Link</a>.
<li>Hughston, L. P., & Sánchez-Betancourt, L. (2024). Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement. <em><u>Journal of Physics A: Mathematical and Theoretical</u></em> 30 pp. doi: 10.1088/1751-8121/ad4cab <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4451933">Link</a>.
<li>Bouzianis, G., Hughston, L. P., & Sánchez-Betancourt, L. (2024). Information-based Trading. <em><u>International Journal of Theoretical and Applied Finance</u></em> 2350030, 33 pages. doi: 10.1142/S0219024923500309. <a href="https://arxiv.org/abs/2201.08875">Link</a>.
<li>Jaimungal, S., Pesenti, S. M., & Sánchez-Betancourt, L. (2024). Minimal Kullback-Leibler Divergence for Constrained Levy-Ito Processes. <em><u>SIAM Journal on Control and Optimization</u></em> <b>60</b> (2), 982-1005. <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4149871">Link</a>. </li>
<li>Bellani, C., Brigo, D., Pakkanen, M. S., & Sánchez-Betancourt, L. (2023). Price Impact without Averaging. <em><u>Applied Mathematical Finance</u></em>, <b>30</b> (4), 175-206. <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4012167">Link</a>. <a href="https://github.com/claudio-ICL/napiod">Code</a>. </li>
<li>Cartea, Á., & Sánchez-Betancourt, L. (2023). Optimal Execution with Stochastic Delay. <em><u>Finance and Stochastics</u></em> <b>27</b> (1), 1-47 <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3812324">Link</a>.
Expand Down

0 comments on commit 7fc584a

Please # to comment.