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Ryan F. Donnelly, Ph.D. - Publications

Affiliations: 
2014 Mathematics University of Toronto, Toronto, ON, Canada 
Area:
Mathematics, Finance, Applied Mathematics
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4 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year 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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