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Baron Law
Title
Cited by
Cited by
Year
Dynamic portfolio selection with mispricing and model ambiguity
B Yi, F Viens, B Law, Z Li
Annals of Finance 11, 37-75, 2015
412015
Hawkes Processes and Their Applications to High‐Frequency Data Modeling
B Law, F Viens
Handbook of High-Frequency Trading and Modeling in Finance, 183-219, 2016
152016
Market making under a weakly consistent limit order book model
B Law, F Viens
High Frequency 2 (3-4), 215-238, 2020
142020
A pure-jump market-making model for high-frequency trading
CW Law
Purdue University, 2015
12015
Correlation Estimation in Hybrid Systems
B Law
International Journal of Theoretical and Applied Finance 26 (02n03), 2350008, 2023
2023
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