☰

Arseniy Kukanov, Ph.D.

Affiliations: 
2013 Operations Research Columbia University, New York, NY 
Area:
Operations Research, Finance, Statistics
Google:
"Arseniy Kukanov"
Tree Publications Similar researchers PubMed Report error

Parents

Sign in to add mentor
Rama Cont grad student 2013 Columbia
 (Stochastic Models of Limit Order Markets.)

Children

Sign in to add trainee

Collaborators

Sign in to add collaborator
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Cont R, Kukanov A. (2016) Optimal order placement in limit order markets Quantitative Finance. 1-19
Cont R, Kukanov A, Stoikov S. (2014) The Price Impact of Order Book Events Journal of Financial Econometrics. 12: 47-88
Cont R, Kukanov A, Stoikov S. (2013) The price impact of order book events Journal of Financial Econometrics. 12: 47-88
See more...