Uncertain execution in order-driven markets by Sanchez Betancourt, L

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

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

Brokers and informed traders: dealing with toxic flow and extracting trading signals by Cartea, A, Sánchez-Betancourt, L

Minimal Kullback-Leibler divergence for constrained Lévy-Itô processes by Jaimungal, S, Pesenti, S, Sanchez-Betancourt, L

A mean field game between informed traders and a broker by Bergault, P, Sánchez-Betancourt, L

Valuation of a financial claim contingent on the outcome of a quantum measurement by Hughston, LP, Sanchez-Betancourt, L

Latency and liquidity risk by Cartea, A, Jaimungal, S, Sanchez-Betancourt, L

Information-based trading by Bouzianis, G, Hughston, LP, Sánchez-Betancourt, L

Double-execution strategies using path signatures by Cartea, Á, Pérez Arribas, I, Sánchez-Betancourt, L

Statistical predictions of trading strategies in electronic markets by Cartea, Á, Cohen, SN, Graumans, R, Labyad, S, Sanchez Betancourt, L, van Veldhuijzen, L

Outlier-robust Kalman filtering through generalised Bayes by Duran-Martin, G, Altamirano, M, Shestopaloff, AY, Sánchez-Betancourt, L, Knoblauch, J, Jones, M, Briol, F-X, Murphy, K