Ryan F. Donnelly, Ph.D. - Publications
Affiliations: | 2014 | Mathematics | University of Toronto, Toronto, ON, Canada |
Area:
Mathematics, Finance, Applied MathematicsYear | Citation | Score | |||
---|---|---|---|---|---|
2020 | Cartea Á, Donnelly RF, Jaimungal S. Hedging Non-Tradable Risks with Transaction Costs and Price Impact Mathematical Finance. 30: 833-868. DOI: 10.1111/Mafi.12259 | 0.558 | |||
2018 | Donnelly RF, Gan L. Optimal Decisions in a Time Priority Queue Applied Mathematical Finance. 25: 107-147. DOI: 10.1080/1350486X.2018.1506257 | 0.394 | |||
2018 | Cartea Á, Donnelly RF, Jaimungal S. Enhancing trading strategies with order book signals Applied Mathematical Finance. 25: 1-35. DOI: 10.1080/1350486X.2018.1434009 | 0.57 | |||
2017 | Cartea Á, Donnelly RF, Jaimungal S. Algorithmic Trading with Model Uncertainty Siam Journal On Financial Mathematics. 8: 635-671. DOI: 10.1137/16M106282X | 0.57 | |||
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