Thomas Cayé


Ph.D. ETH Zürich 2017 Switzerland
Dissertation: "Trading with Small Nonlinear Price Impact, Optimal Execution and Rebalancing of Active Investments“

Advisor 1: Halil Mete Soner
Advisor 2: Johannes Muhle-Karbe
Advisor 3: Paolo Guasoni
Advisor 4: Martin Herdegen

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 220929 for the advisor ID.