Sebastian Jaimungal

Sebastian Jaimungal

University of Toronto - Toronto / Canada
Engineering & Technology / Computer Science
AD Scientific Index ID: 649822
person_outline Sebastian Jaimungal's MOST POPULAR ARTICLES
1-) Algorithmic and high-frequency trading Cambridge University Press, 2015
2-) Buy low, sell high: A high frequency trading perspective SIAM Journal on Financial Mathematics 5 (1), 415-444, 2014
3-) Fourier Space Time-Stepping for Option Pricing with Levy Models Computational Finance 12 (2), 1-29, 2008
4-) Incorporating order-flow into optimal execution Mathematics and Financial Economics 10, 339-364, 2016
5-) Catastrophe options with stochastic interest rates and compound Poisson losses Insurance: Mathematics and Economics 38 (3), 469-483, 2006