Algorithmic trading of co-integrated assets by Cartea, A, Jaimungal, S

Irreversible investments and ambiguity aversion by Cartea, Á, Jaimungal, S

Incorporating order-flow into optimal execution by Cartea, A, Jaimungal, S

A closed-form execution strategy to target VWAP by Cartea, A, Jaimungal, S

Adaptive robust control in continuous time by Bhudisaksang, T, Cartea, A

Online drift estimation for jump-diffusion processes by Bhudisaksang, T, Cartea, A

Market making with minimum resting times by Cartea, A, Wang, Y

Trading foreign exchange triplets by Cartea, A, Jaimungal, S, Jia, T

The relationship between the volatility of returns and the number of jumps in financial markets by Cartea, Á, Karyampas, D

Market making with alpha signals by Cartea, A, Wang, Y

Enhancing trading strategies with order book signals by Cartea, Á, Donnelly, R, Jaimungal, S

Optimal execution with stochastic delay by Cartea, A, Sanchez-Betancourt, L

Hedging nontradable risks with transaction costs and price impact by Cartea, A, Donnelly, RF, Jaimungal, S

Algorithmic trading with model uncertainty by Cartea, A, Donnelly, R, Jaimungal, S

Hedge and speculate: replicating option payoffs with limit and market orders by Cartea, A, Gan, L, Jaimungal, S

Trading co‐integrated assets with price impact by Cartea, A, Gan, L, Jaimungal, S

The shadow price of latency: improving intraday fill ratios in foreign exchange markets by Cartea, Á, Sánchez-Betancourt, L

Algorithmic trading with learning by Cartea, A, Jaimungal, S, Kinzebulatov, D

Conditionally elicitable dynamic risk measures for deep reinforcement learning by Coache, A, Jaimungal, S, Cartea, Á

Algorithmic trading, stochastic control, and mutually exciting processes by Cartea, À, Jaimungal, S, Ricci, J